@tradejs/node 3.1.29-beta.287 → 3.1.29-beta.289

package/dist/{chunk-KOV3U6ZZ.mjs → chunk-KYGJBMKE.mjs}

@@ -16,6 +16,206 @@ import {
   assessSignalWithJev
 } from "./chunk-YR55Q355.mjs";
 
+// src/strategy/entrySubmissionValidation.ts
+import { logger } from "@tradejs/infra/logger";
+
+// src/strategy/entryExecutionValidation.ts
+var EntrySubmissionValidationError = class extends Error {
+  constructor() {
+    super(...arguments);
+    this.name = "EntrySubmissionValidationError";
+  }
+};
+var resolveEntryExecutionLimits = (config, direction) => {
+  const side = config[direction];
+  const minimum = side && typeof side === "object" && "minRiskRatio" in side ? side.minRiskRatio : void 0;
+  const maximum = config.MAX_LOSS_VALUE;
+  if (minimum == null && maximum == null) return void 0;
+  const minimumNetRiskRatio = minimum == null ? void 0 : Number(minimum);
+  const maxLossValue = maximum == null ? void 0 : Number(maximum);
+  const feeRate = Number(config.RISK_FEE_RATE ?? 0);
+  const slippage = Number(config.RISK_SLIPPAGE_BPS ?? 0);
+  const impact = Number(config.RISK_MARKET_IMPACT_BPS ?? 0);
+  const slippageBps = slippage + impact;
+  if (minimumNetRiskRatio != null && (!Number.isFinite(minimumNetRiskRatio) || minimumNetRiskRatio < 0) || maxLossValue != null && (!Number.isFinite(maxLossValue) || maxLossValue <= 0) || !Number.isFinite(feeRate) || feeRate < 0 || feeRate >= 1 || !Number.isFinite(slippage) || slippage < 0 || !Number.isFinite(impact) || impact < 0 || !Number.isFinite(slippageBps) || slippageBps < 0 || slippageBps >= 1e4)
+    throw new Error("INVALID_ENTRY_EXECUTION_LIMITS");
+  return { minimumNetRiskRatio, maxLossValue, feeRate, slippageBps };
+};
+var validateEntryExecution = ({
+  direction,
+  price,
+  qty,
+  stopLossPrice,
+  takeProfitPrice,
+  limits
+}) => {
+  if (!Number.isFinite(price) || price <= 0 || !Number.isFinite(qty) || qty <= 0 || stopLossPrice == null || !Number.isFinite(stopLossPrice) || stopLossPrice <= 0 || !Number.isFinite(takeProfitPrice) || takeProfitPrice <= 0)
+    throw new EntrySubmissionValidationError(
+      "ENTRY_ECONOMICS_INPUTS_UNAVAILABLE"
+    );
+  const side = direction === "LONG" ? 1 : -1;
+  if (side * (price - stopLossPrice) <= 0 || side * (takeProfitPrice - price) <= 0)
+    throw new EntrySubmissionValidationError(
+      "INVALID_ENTRY_PROTECTION_AT_SUBMISSION"
+    );
+  const slippage = limits.slippageBps / 1e4;
+  const cost = (value, sign) => value * slippage + value * (1 + sign * slippage) * limits.feeRate;
+  const entryCost = cost(price, side);
+  const lossPerUnit = Math.abs(price - stopLossPrice) + entryCost + cost(stopLossPrice, -side);
+  const rewardPerUnit = Math.max(
+    0,
+    Math.abs(takeProfitPrice - price) - entryCost - cost(takeProfitPrice, -side)
+  );
+  const netRiskRatio = rewardPerUnit / lossPerUnit;
+  const plannedLossValue = qty * lossPerUnit;
+  if (!Number.isFinite(netRiskRatio) || !Number.isFinite(plannedLossValue))
+    throw new EntrySubmissionValidationError(
+      "ENTRY_ECONOMICS_INPUTS_UNAVAILABLE"
+    );
+  if (limits.minimumNetRiskRatio != null && netRiskRatio <= limits.minimumNetRiskRatio)
+    throw new EntrySubmissionValidationError(
+      "ENTRY_RR_BELOW_MIN_AT_SUBMISSION"
+    );
+  if (limits.maxLossValue != null && plannedLossValue > limits.maxLossValue * (1 + 1e-9))
+    throw new EntrySubmissionValidationError(
+      "ENTRY_RISK_EXCEEDS_MAX_LOSS_AT_SUBMISSION"
+    );
+  return { netRiskRatio, plannedLossValue };
+};
+
+// src/strategy/entrySubmissionValidation.ts
+var MAX_ENTRY_QUOTE_AGE_MS = 5e3;
+var toFiniteNumberOrNull = (value) => typeof value === "number" && Number.isFinite(value) ? value : null;
+var getOrderArrivalSnapshot = async ({
+  connector,
+  symbol,
+  requireTimestamp = false
+}) => {
+  if (typeof connector.getTopOfBookTicker !== "function") {
+    return {
+      arrivalSnapshotTime: Date.now(),
+      arrivalSource: "unavailable",
+      bid: null,
+      ask: null,
+      arrivalMid: null,
+      spreadBps: null
+    };
+  }
+  try {
+    const ticker = await connector.getTopOfBookTicker(symbol);
+    const arrivalSnapshotTime = toFiniteNumberOrNull(ticker?.timestamp);
+    const timestampUnavailable = requireTimestamp && arrivalSnapshotTime == null;
+    const bid = timestampUnavailable ? null : toFiniteNumberOrNull(ticker?.bidPrice);
+    const ask = timestampUnavailable ? null : toFiniteNumberOrNull(ticker?.askPrice);
+    const arrivalMid = bid != null && ask != null ? (bid + ask) / 2 : null;
+    const spreadBps = bid != null && ask != null && arrivalMid != null && arrivalMid > 0 ? (ask - bid) / arrivalMid * 1e4 : null;
+    return {
+      arrivalSnapshotTime: arrivalSnapshotTime ?? Date.now(),
+      arrivalSource: "top_of_book",
+      bid,
+      ask,
+      arrivalMid,
+      spreadBps
+    };
+  } catch (error) {
+    logger.warn(
+      "runtime order arrival snapshot failed: %s %s",
+      symbol,
+      error?.message || String(error)
+    );
+    return {
+      arrivalSnapshotTime: Date.now(),
+      arrivalSource: "top_of_book_error",
+      bid: null,
+      ask: null,
+      arrivalMid: null,
+      spreadBps: null
+    };
+  }
+};
+var validateEntryProtectionAtArrival = ({
+  direction,
+  signalPrice,
+  bid,
+  ask,
+  arrivalMid,
+  takeProfits,
+  stopLossPrice
+}) => {
+  const entryReference = direction === "LONG" ? ask ?? arrivalMid ?? signalPrice : bid ?? arrivalMid ?? signalPrice;
+  const stopReference = direction === "LONG" ? bid ?? arrivalMid ?? signalPrice : ask ?? arrivalMid ?? signalPrice;
+  if (!Number.isFinite(entryReference) || entryReference <= 0 || !Number.isFinite(stopReference) || stopReference <= 0) {
+    throw new Error("INVALID_ENTRY_REFERENCE_AT_ARRIVAL");
+  }
+  for (const takeProfit of takeProfits) {
+    if (!Number.isFinite(takeProfit.price) || takeProfit.price <= 0 || (direction === "LONG" ? takeProfit.price <= entryReference : takeProfit.price >= entryReference)) {
+      throw new Error("TAKE_PROFIT_CROSSED_BEFORE_ENTRY");
+    }
+  }
+  if (stopLossPrice != null && (!Number.isFinite(stopLossPrice) || stopLossPrice <= 0 || (direction === "LONG" ? stopLossPrice >= stopReference : stopLossPrice <= stopReference))) {
+    throw new Error("STOP_LOSS_CROSSED_BEFORE_ENTRY");
+  }
+};
+var createEntrySubmissionValidation = ({
+  connector,
+  symbol,
+  direction,
+  takeProfits,
+  stopLossPrice,
+  limits,
+  onValidated
+}) => {
+  if (!limits) return void 0;
+  if (!connector.capabilities?.orderSubmissionValidation)
+    throw new EntrySubmissionValidationError(
+      "ENTRY_SUBMISSION_VALIDATION_UNSUPPORTED"
+    );
+  return async ({ qty, executionPrice }) => {
+    const simulated = Reflect.get(connector, "__tradejsTestConnector") === true;
+    const snapshot2 = simulated && executionPrice != null ? {
+      arrivalSnapshotTime: Date.now(),
+      arrivalSource: "simulation",
+      bid: executionPrice,
+      ask: executionPrice,
+      arrivalMid: executionPrice,
+      spreadBps: 0
+    } : await getOrderArrivalSnapshot({
+      connector,
+      symbol,
+      requireTimestamp: true
+    });
+    const age = Date.now() - snapshot2.arrivalSnapshotTime;
+    if (snapshot2.bid == null || snapshot2.ask == null || !Number.isFinite(snapshot2.bid) || !Number.isFinite(snapshot2.ask) || snapshot2.bid <= 0 || snapshot2.ask < snapshot2.bid)
+      throw new EntrySubmissionValidationError(
+        "ENTRY_QUOTE_UNAVAILABLE_AT_SUBMISSION"
+      );
+    if (!Number.isFinite(age) || age < -MAX_ENTRY_QUOTE_AGE_MS || age > MAX_ENTRY_QUOTE_AGE_MS)
+      throw new EntrySubmissionValidationError(
+        "ENTRY_QUOTE_STALE_AT_SUBMISSION"
+      );
+    const price = direction === "LONG" ? snapshot2.ask : snapshot2.bid;
+    validateEntryProtectionAtArrival({
+      direction,
+      signalPrice: price,
+      bid: snapshot2.bid,
+      ask: snapshot2.ask,
+      arrivalMid: snapshot2.arrivalMid,
+      takeProfits,
+      stopLossPrice
+    });
+    const prices = takeProfits.map((tp) => tp.price);
+    const economics = validateEntryExecution({
+      direction,
+      price,
+      qty,
+      stopLossPrice,
+      takeProfitPrice: direction === "LONG" ? Math.max(...prices) : Math.min(...prices),
+      limits
+    });
+    onValidated?.(snapshot2, economics);
+  };
+};
+
 // src/binanceBreadthUniverses.ts
 import { createHash } from "crypto";
 
@@ -328,7 +528,7 @@ import {
   getLatestMarketBreadth,
   getLatestMarketTradeFlow
 } from "@tradejs/infra/timescale/marketContext";
-import { logger } from "@tradejs/infra/logger";
+import { logger as logger2 } from "@tradejs/infra/logger";
 import { refreshSignalBaseContextGateFeatures } from "@tradejs/core/strategies";
 
 // src/strategyHelpers/marketContextErrors.ts
@@ -399,7 +599,7 @@ var parseEnabledFlag = (value, env) => {
   if (normalized === "live") return env !== "BACKTEST";
   return false;
 };
-var toFiniteNumberOrNull = (value) => {
+var toFiniteNumberOrNull2 = (value) => {
   const numeric = typeof value === "number" ? value : Number(value);
   return Number.isFinite(numeric) ? numeric : null;
 };
@@ -664,14 +864,14 @@ var toTradeFlowContext = (row, interval) => row ? {
   asOfTs: row.ts.getTime(),
   ageMs: row.ageMs,
   stale: row.stale,
-  trades: toFiniteNumberOrNull(row.trades),
-  buyPressurePct: toFiniteNumberOrNull(row.buyPressurePct),
-  buyBaseVolume: toFiniteNumberOrNull(row.buyBaseVolume),
-  sellBaseVolume: toFiniteNumberOrNull(row.sellBaseVolume),
-  buyQuoteVolume: toFiniteNumberOrNull(row.buyQuoteVolume),
-  sellQuoteVolume: toFiniteNumberOrNull(row.sellQuoteVolume),
-  netBaseDelta: toFiniteNumberOrNull(row.netBaseDelta),
-  netQuoteDelta: toFiniteNumberOrNull(row.netQuoteDelta)
+  trades: toFiniteNumberOrNull2(row.trades),
+  buyPressurePct: toFiniteNumberOrNull2(row.buyPressurePct),
+  buyBaseVolume: toFiniteNumberOrNull2(row.buyBaseVolume),
+  sellBaseVolume: toFiniteNumberOrNull2(row.sellBaseVolume),
+  buyQuoteVolume: toFiniteNumberOrNull2(row.buyQuoteVolume),
+  sellQuoteVolume: toFiniteNumberOrNull2(row.sellQuoteVolume),
+  netBaseDelta: toFiniteNumberOrNull2(row.netBaseDelta),
+  netQuoteDelta: toFiniteNumberOrNull2(row.netQuoteDelta)
 } : null;
 var getCachedReferenceRows = ({
   referenceSymbols,
@@ -760,16 +960,16 @@ var toMarketBreadthContext = (breadth, interval) => ({
   asOfTs: breadth.ts.getTime(),
   ageMs: breadth.ageMs,
   stale: breadth.stale,
-  symbolsCount: toFiniteNumberOrNull(breadth.symbolsCount),
-  advancers: toFiniteNumberOrNull(breadth.advancers),
-  decliners: toFiniteNumberOrNull(breadth.decliners),
-  unchanged: toFiniteNumberOrNull(breadth.unchanged),
-  advanceDeclineRatio: toFiniteNumberOrNull(breadth.advanceDeclineRatio),
-  pctAboveMa20: toFiniteNumberOrNull(breadth.pctAboveMa20),
-  pctAboveMa50: toFiniteNumberOrNull(breadth.pctAboveMa50),
-  equalWeightedReturn: toFiniteNumberOrNull(breadth.equalWeightedReturn),
-  volumeWeightedReturn: toFiniteNumberOrNull(breadth.volumeWeightedReturn),
-  dispersion: toFiniteNumberOrNull(breadth.dispersion)
+  symbolsCount: toFiniteNumberOrNull2(breadth.symbolsCount),
+  advancers: toFiniteNumberOrNull2(breadth.advancers),
+  decliners: toFiniteNumberOrNull2(breadth.decliners),
+  unchanged: toFiniteNumberOrNull2(breadth.unchanged),
+  advanceDeclineRatio: toFiniteNumberOrNull2(breadth.advanceDeclineRatio),
+  pctAboveMa20: toFiniteNumberOrNull2(breadth.pctAboveMa20),
+  pctAboveMa50: toFiniteNumberOrNull2(breadth.pctAboveMa50),
+  equalWeightedReturn: toFiniteNumberOrNull2(breadth.equalWeightedReturn),
+  volumeWeightedReturn: toFiniteNumberOrNull2(breadth.volumeWeightedReturn),
+  dispersion: toFiniteNumberOrNull2(breadth.dispersion)
 });
 var enrichSignalWithBinanceMarketContext = async (params) => {
   const {
@@ -870,46 +1070,46 @@ var enrichSignalWithBinanceMarketContext = async (params) => {
                 asOfTs: primaryBreadth.ts.getTime(),
                 ageMs: primaryBreadth.ageMs,
                 stale: primaryBreadth.stale,
-                btcReturn1h: toFiniteNumberOrNull(
+                btcReturn1h: toFiniteNumberOrNull2(
                   primaryBreadth.btcReturn1h
                 ),
-                btcReturn4h: toFiniteNumberOrNull(
+                btcReturn4h: toFiniteNumberOrNull2(
                   primaryBreadth.btcReturn4h
                 ),
-                btcReturn24h: toFiniteNumberOrNull(
+                btcReturn24h: toFiniteNumberOrNull2(
                   primaryBreadth.btcReturn24h
                 ),
-                altBasketReturn1h: toFiniteNumberOrNull(
+                altBasketReturn1h: toFiniteNumberOrNull2(
                   primaryBreadth.altBasketReturn1h
                 ),
-                altBasketReturn4h: toFiniteNumberOrNull(
+                altBasketReturn4h: toFiniteNumberOrNull2(
                   primaryBreadth.altBasketReturn4h
                 ),
-                altBasketReturn24h: toFiniteNumberOrNull(
+                altBasketReturn24h: toFiniteNumberOrNull2(
                   primaryBreadth.altBasketReturn24h
                 ),
-                btcVsAltReturn1h: toFiniteNumberOrNull(
+                btcVsAltReturn1h: toFiniteNumberOrNull2(
                   primaryBreadth.btcVsAltReturn1h
                 ),
-                btcVsAltReturn4h: toFiniteNumberOrNull(
+                btcVsAltReturn4h: toFiniteNumberOrNull2(
                   primaryBreadth.btcVsAltReturn4h
                 ),
-                btcVsAltReturn24h: toFiniteNumberOrNull(
+                btcVsAltReturn24h: toFiniteNumberOrNull2(
                   primaryBreadth.btcVsAltReturn24h
                 ),
-                btcTurnoverShare1h: toFiniteNumberOrNull(
+                btcTurnoverShare1h: toFiniteNumberOrNull2(
                   primaryBreadth.btcTurnoverShare1h
                 ),
-                btcTurnoverShare24h: toFiniteNumberOrNull(
+                btcTurnoverShare24h: toFiniteNumberOrNull2(
                   primaryBreadth.btcTurnoverShare24h
                 ),
-                btcTurnoverShareChange24h: toFiniteNumberOrNull(
+                btcTurnoverShareChange24h: toFiniteNumberOrNull2(
                   primaryBreadth.btcTurnoverShareChange24h
                 ),
-                altVolToBtcVol24h: toFiniteNumberOrNull(
+                altVolToBtcVol24h: toFiniteNumberOrNull2(
                   primaryBreadth.altVolToBtcVol24h
                 ),
-                altDispersion24h: toFiniteNumberOrNull(
+                altDispersion24h: toFiniteNumberOrNull2(
                   primaryBreadth.altDispersion24h
                 ),
                 regime: primaryBreadth.btcAltRegime ?? "unknown"
@@ -926,7 +1126,7 @@ var enrichSignalWithBinanceMarketContext = async (params) => {
       throw error;
     }
     binanceMarketContextUnavailable = true;
-    logger.warn(
+    logger2.warn(
       "Binance market context disabled after Timescale read failure: %s",
       String(error)
     );
@@ -936,7 +1136,7 @@ var enrichSignalWithBinanceMarketContext = async (params) => {
 
 // src/strategyHelpers/coinMarketCapContext.ts
 import { refreshSignalBaseContextGateFeatures as refreshSignalBaseContextGateFeatures2 } from "@tradejs/core/strategies";
-import { logger as logger2 } from "@tradejs/infra/logger";
+import { logger as logger3 } from "@tradejs/infra/logger";
 import {
   getLatestMarketCmcExchangeLiquidityContext,
   getLatestMarketCmcFearGreedContext,
@@ -980,7 +1180,7 @@ var asInt = (value, fallback) => {
   const parsed = Number.parseInt(String(value ?? ""), 10);
   return Number.isFinite(parsed) && parsed > 0 ? parsed : fallback;
 };
-var toFiniteNumberOrNull2 = (value) => {
+var toFiniteNumberOrNull3 = (value) => {
   const numeric = typeof value === "number" ? value : typeof value === "string" && value.trim() ? Number(value) : Number.NaN;
   return Number.isFinite(numeric) ? numeric : null;
 };
@@ -1214,12 +1414,12 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
     const ethRow = references.get("ETHUSDT") ?? null;
     const previousBtcRow = previousReferences.get("BTCUSDT") ?? null;
     const previousEthRow = previousReferences.get("ETHUSDT") ?? null;
-    const btcMarketCapUsd = toFiniteNumberOrNull2(btcRow?.marketCapUsd);
-    const ethMarketCapUsd = toFiniteNumberOrNull2(ethRow?.marketCapUsd);
-    const previousBtcMarketCapUsd = toFiniteNumberOrNull2(
+    const btcMarketCapUsd = toFiniteNumberOrNull3(btcRow?.marketCapUsd);
+    const ethMarketCapUsd = toFiniteNumberOrNull3(ethRow?.marketCapUsd);
+    const previousBtcMarketCapUsd = toFiniteNumberOrNull3(
       previousBtcRow?.marketCapUsd
     );
-    const previousEthMarketCapUsd = toFiniteNumberOrNull2(
+    const previousEthMarketCapUsd = toFiniteNumberOrNull3(
       previousEthRow?.marketCapUsd
     );
     const ethBtcMarketCapRatio = safeDivide(ethMarketCapUsd, btcMarketCapUsd);
@@ -1228,16 +1428,16 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
       previousBtcMarketCapUsd
     );
     const ethBtcMarketCapRatioChange24hPct = ethBtcMarketCapRatio != null && previousEthBtcMarketCapRatio != null && previousEthBtcMarketCapRatio > 0 ? (ethBtcMarketCapRatio - previousEthBtcMarketCapRatio) / previousEthBtcMarketCapRatio : null;
-    const btcVolumeUsd = toFiniteNumberOrNull2(btcRow?.volumeUsd);
-    const ethVolumeUsd = toFiniteNumberOrNull2(ethRow?.volumeUsd);
+    const btcVolumeUsd = toFiniteNumberOrNull3(btcRow?.volumeUsd);
+    const ethVolumeUsd = toFiniteNumberOrNull3(ethRow?.volumeUsd);
     const referenceStale = btcRow?.stale === true || ethRow?.stale === true || !btcRow || !ethRow;
-    const btcDominanceChange24hPct = toFiniteNumberOrNull2(
+    const btcDominanceChange24hPct = toFiniteNumberOrNull3(
       globalRow?.btcDominanceChange24hPct
     );
-    const altMarketCapChange24hPct = toFiniteNumberOrNull2(
+    const altMarketCapChange24hPct = toFiniteNumberOrNull3(
       globalRow?.altMarketCapChange24hPct
     );
-    const altVolumeChange24hPct = toFiniteNumberOrNull2(
+    const altVolumeChange24hPct = toFiniteNumberOrNull3(
       globalRow?.altVolumeChange24hPct
     );
     const altLiquidityRegime = globalRow ? toAltLiquidityRegime({
@@ -1248,19 +1448,19 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
     }) : "unknown";
     const exchangeLiquidityRegime = exchangeLiquidityRow ? toExchangeLiquidityRegime({
       stale: exchangeLiquidityRow.stale,
-      totalVolumeChange24hPct: toFiniteNumberOrNull2(
+      totalVolumeChange24hPct: toFiniteNumberOrNull3(
         exchangeLiquidityRow.totalVolumeChange24hPct
       ),
       fallback: exchangeLiquidityRow.liquidityRegime ?? "unknown"
     }) : "unknown";
     const cmc100Row = indexRows.get("cmc100") ?? null;
     const cmc20Row = indexRows.get("cmc20") ?? null;
-    const cmc100Value = toFiniteNumberOrNull2(cmc100Row?.value);
-    const cmc20Value = toFiniteNumberOrNull2(cmc20Row?.value);
-    const cmc100Change24hPct = toFiniteNumberOrNull2(
+    const cmc100Value = toFiniteNumberOrNull3(cmc100Row?.value);
+    const cmc20Value = toFiniteNumberOrNull3(cmc20Row?.value);
+    const cmc100Change24hPct = toFiniteNumberOrNull3(
       cmc100Row?.valueChange24hPct
     );
-    const cmc20Change24hPct = toFiniteNumberOrNull2(cmc20Row?.valueChange24hPct);
+    const cmc20Change24hPct = toFiniteNumberOrNull3(cmc20Row?.valueChange24hPct);
     const cmc20ToCmc100Ratio = safeDivide(cmc20Value, cmc100Value);
     const cmc20ToCmc100RatioChange24hPct = cmc20Change24hPct != null && cmc100Change24hPct != null ? (1 + cmc20Change24hPct) / (1 + cmc100Change24hPct) - 1 : null;
     const indexStale = cmc100Row?.stale === true || cmc20Row?.stale === true || !cmc100Row || !cmc20Row;
@@ -1284,41 +1484,41 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
               asOfTs: globalRow.ts.getTime(),
               ageMs: globalRow.ageMs,
               stale: globalRow.stale,
-              totalMarketCapUsd: toFiniteNumberOrNull2(
+              totalMarketCapUsd: toFiniteNumberOrNull3(
                 globalRow.totalMarketCapUsd
               ),
-              totalVolumeUsd: toFiniteNumberOrNull2(
+              totalVolumeUsd: toFiniteNumberOrNull3(
                 globalRow.totalVolumeUsd
               ),
-              totalVolumeReportedUsd: toFiniteNumberOrNull2(
+              totalVolumeReportedUsd: toFiniteNumberOrNull3(
                 globalRow.totalVolumeReportedUsd
               ),
-              altMarketCapUsd: toFiniteNumberOrNull2(
+              altMarketCapUsd: toFiniteNumberOrNull3(
                 globalRow.altMarketCapUsd
               ),
-              altVolumeUsd: toFiniteNumberOrNull2(globalRow.altVolumeUsd),
-              altVolumeReportedUsd: toFiniteNumberOrNull2(
+              altVolumeUsd: toFiniteNumberOrNull3(globalRow.altVolumeUsd),
+              altVolumeReportedUsd: toFiniteNumberOrNull3(
                 globalRow.altVolumeReportedUsd
               ),
-              btcDominancePct: toFiniteNumberOrNull2(
+              btcDominancePct: toFiniteNumberOrNull3(
                 globalRow.btcDominancePct
               ),
-              ethDominancePct: toFiniteNumberOrNull2(
+              ethDominancePct: toFiniteNumberOrNull3(
                 globalRow.ethDominancePct
               ),
               btcDominanceChange24hPct,
-              ethDominanceChange24hPct: toFiniteNumberOrNull2(
+              ethDominanceChange24hPct: toFiniteNumberOrNull3(
                 globalRow.ethDominanceChange24hPct
               ),
               altMarketCapChange24hPct,
               altVolumeChange24hPct,
-              activeCryptocurrencies: toFiniteNumberOrNull2(
+              activeCryptocurrencies: toFiniteNumberOrNull3(
                 globalRow.activeCryptocurrencies
               ),
-              activeExchanges: toFiniteNumberOrNull2(
+              activeExchanges: toFiniteNumberOrNull3(
                 globalRow.activeExchanges
               ),
-              activeMarketPairs: toFiniteNumberOrNull2(
+              activeMarketPairs: toFiniteNumberOrNull3(
                 globalRow.activeMarketPairs
               ),
               altLiquidityRegime
@@ -1363,22 +1563,22 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
               asOfTs: exchangeLiquidityRow.ts.getTime(),
               ageMs: exchangeLiquidityRow.ageMs,
               stale: exchangeLiquidityRow.stale,
-              exchangesCount: toFiniteNumberOrNull2(
+              exchangesCount: toFiniteNumberOrNull3(
                 exchangeLiquidityRow.exchangesCount
               ),
-              totalVolumeUsd: toFiniteNumberOrNull2(
+              totalVolumeUsd: toFiniteNumberOrNull3(
                 exchangeLiquidityRow.totalVolumeUsd
               ),
-              totalVolumeChange24hPct: toFiniteNumberOrNull2(
+              totalVolumeChange24hPct: toFiniteNumberOrNull3(
                 exchangeLiquidityRow.totalVolumeChange24hPct
               ),
-              binanceVolumeUsd: toFiniteNumberOrNull2(
+              binanceVolumeUsd: toFiniteNumberOrNull3(
                 exchangeLiquidityRow.binanceVolumeUsd
               ),
-              binanceVolumeShare: toFiniteNumberOrNull2(
+              binanceVolumeShare: toFiniteNumberOrNull3(
                 exchangeLiquidityRow.binanceVolumeShare
               ),
-              topExchangeVolumeShare: toFiniteNumberOrNull2(
+              topExchangeVolumeShare: toFiniteNumberOrNull3(
                 exchangeLiquidityRow.topExchangeVolumeShare
               ),
               liquidityRegime: exchangeLiquidityRegime
@@ -1391,11 +1591,11 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
               asOfTs: fearGreedRow.ts.getTime(),
               ageMs: fearGreedRow.ageMs,
               stale: fearGreedRow.stale,
-              value: toFiniteNumberOrNull2(fearGreedRow.value),
-              valueChange24h: toFiniteNumberOrNull2(
+              value: toFiniteNumberOrNull3(fearGreedRow.value),
+              valueChange24h: toFiniteNumberOrNull3(
                 fearGreedRow.valueChange24h
               ),
-              valueChange7d: toFiniteNumberOrNull2(
+              valueChange7d: toFiniteNumberOrNull3(
                 fearGreedRow.valueChange7d
               ),
               classification: fearGreedRow.classification ?? "Unknown",
@@ -1415,13 +1615,13 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
               cmc100Value,
               cmc100Change24hPct,
               cmc100TopConstituentSymbol: cmc100Row?.topConstituentSymbol ?? null,
-              cmc100TopConstituentWeightPct: toFiniteNumberOrNull2(
+              cmc100TopConstituentWeightPct: toFiniteNumberOrNull3(
                 cmc100Row?.topConstituentWeightPct
               ),
               cmc20Value,
               cmc20Change24hPct,
               cmc20TopConstituentSymbol: cmc20Row?.topConstituentSymbol ?? null,
-              cmc20TopConstituentWeightPct: toFiniteNumberOrNull2(
+              cmc20TopConstituentWeightPct: toFiniteNumberOrNull3(
                 cmc20Row?.topConstituentWeightPct
               ),
               cmc20ToCmc100Ratio,
@@ -1439,7 +1639,7 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
       throw error;
     }
     coinMarketCapContextUnavailable = true;
-    logger2.warn(
+    logger3.warn(
       "CoinMarketCap context disabled after Timescale read failure: %s",
       String(error)
     );
@@ -1673,7 +1873,7 @@ import {
   getHyperliquidWhaleFlowAggregate,
   getHyperliquidWhaleFlowSeriesRows
 } from "@tradejs/infra/timescale/hyperliquidWhales";
-import { logger as logger3 } from "@tradejs/infra/logger";
+import { logger as logger4 } from "@tradejs/infra/logger";
 var MAX_CACHE_ENTRIES = 2048;
 var MAX_COVERAGE_SERIES_CACHE_ENTRIES = 20;
 var MAX_FLOW_SERIES_CACHE_ENTRIES = 64;
@@ -1977,7 +2177,7 @@ var loadHyperliquidWhaleFlowContext = async (params) => {
       throw error;
     }
     hyperliquidWhaleContextUnavailable = true;
-    logger3.warn(
+    logger4.warn(
       "Hyperliquid whale context disabled after Timescale read failure: %s",
       String(error)
     );
@@ -2016,7 +2216,7 @@ var enrichSignalWithHyperliquidWhaleContext = async (params) => {
 };
 
 // src/strategyHelpers/runtime.ts
-import { logger as logger7 } from "@tradejs/infra/logger";
+import { logger as logger8 } from "@tradejs/infra/logger";
 import { FEE_PERCENT } from "@tradejs/core/constants";
 import {
   buildMlFeatures,
@@ -2078,7 +2278,7 @@ import { randomUUID } from "crypto";
 import { TTL_1M } from "@tradejs/core/constants";
 import { getRuntimeStorageDayKey } from "@tradejs/core/time";
 import { createRuntimeOrderLinkPrefix } from "@tradejs/core/trade";
-import { logger as logger4 } from "@tradejs/infra/logger";
+import { logger as logger5 } from "@tradejs/infra/logger";
 import {
   delKey,
   getData,
@@ -2143,7 +2343,7 @@ var recordRuntimeTradeOpen = async (params) => {
       )
     ]);
   } catch (error) {
-    logger4.error(
+    logger5.error(
       "runtime trade open journal failed: %s %s",
       record.symbol,
       error?.message || String(error)
@@ -2211,7 +2411,7 @@ var recordRuntimeTradeIncrease = async (params) => {
       )
     ]);
   } catch (error) {
-    logger4.error(
+    logger5.error(
       "runtime trade increase journal failed: %s %s",
       symbol,
       error?.message || String(error)
@@ -2318,7 +2518,7 @@ var markRuntimeTradeClosed = async (params) => {
       )
     ]);
   } catch (error) {
-    logger4.error(
+    logger5.error(
       "runtime trade close journal failed: %s %s",
       symbol,
       error?.message || String(error)
@@ -2328,7 +2528,7 @@ var markRuntimeTradeClosed = async (params) => {
 };
 
 // src/strategyHelpers/marketContextStages.ts
-import { logger as logger6 } from "@tradejs/infra/logger";
+import { logger as logger7 } from "@tradejs/infra/logger";
 
 // src/strategyHelpers/derivativesContext.ts
 import {
@@ -2343,7 +2543,7 @@ import {
   resolveDerivativesContextReferenceSymbols
 } from "@tradejs/core/constants";
 import { getDerivativesWindow } from "@tradejs/infra/timescale/derivatives";
-import { logger as logger5 } from "@tradejs/infra/logger";
+import { logger as logger6 } from "@tradejs/infra/logger";
 var STORED_INTERVALS = ["15m", "1h"];
 var CONTEXT_INTERVALS = ["15m", "1h"];
 var DEFAULT_LOOKBACK_HOURS = 48;
@@ -2398,7 +2598,7 @@ var resolvePrimaryReferenceSymbol2 = () => PRIMARY_DERIVATIVES_REFERENCE_SYMBOL;
 var resolveSecondaryReferenceSymbol = () => SECONDARY_DERIVATIVES_REFERENCE_SYMBOL;
 var getPrimaryIntervalContext = (context) => context?.intervals["15m"] ?? context?.intervals["1h"] ?? null;
 var hasDerivativesSymbolData = (context) => Object.keys(context.intervals).length > 0 && !context.summary.riskFlags.includes("missing_derivatives");
-var toFiniteNumberOrNull3 = (value) => {
+var toFiniteNumberOrNull4 = (value) => {
   if (typeof value === "number" && Number.isFinite(value)) return value;
   if (typeof value === "string" && value.trim()) {
     const parsed = Number(value);
@@ -2412,8 +2612,8 @@ var roundNullable = (value, digits = 4) => {
   return Math.round(value * multiplier) / multiplier;
 };
 var deltaNullable = (targetValue, referenceValue) => {
-  const target = toFiniteNumberOrNull3(targetValue);
-  const reference = toFiniteNumberOrNull3(referenceValue);
+  const target = toFiniteNumberOrNull4(targetValue);
+  const reference = toFiniteNumberOrNull4(referenceValue);
   return target == null || reference == null ? null : roundNullable(target - reference);
 };
 var buildTargetDerivedContext = (params) => {
@@ -2575,7 +2775,7 @@ var enrichSignalWithDerivativesContext = async (params) => {
       throw error;
     }
     derivativesContextUnavailable = true;
-    logger5.warn(
+    logger6.warn(
       "Derivatives context disabled after Timescale read failure: %s",
       String(error)
     );
@@ -2628,7 +2828,7 @@ var runMarketContextStage = async ({
       elapsedMs: Date.now() - startedAt
     };
     if (status === "timed_out") {
-      logger6.warn(
+      logger7.warn(
         "Market context stage timed out: %s after %sms",
         stage,
         result.elapsedMs
@@ -2818,7 +3018,7 @@ var enrichSignalWithAi = async ({
     signal.aiAnalysis = analysis;
     return resolveAiQuality(analysis, direction);
   } catch (err) {
-    logger7.error("AI analysis error: %s %s", symbol, formatAiError(err));
+    logger8.error("AI analysis error: %s %s", symbol, formatAiError(err));
   }
   return void 0;
 };
@@ -2835,75 +3035,6 @@ var enrichSignalWithMlAi = async ({
   await enrichSignalWithMl({ signal, env, ml });
   return enrichSignalWithAi({ signal, userName, symbol, direction, env, ai });
 };
-var toFiniteNumberOrNull4 = (value) => typeof value === "number" && Number.isFinite(value) ? value : null;
-var getOrderArrivalSnapshot = async ({
-  connector,
-  symbol
-}) => {
-  if (typeof connector.getTopOfBookTicker !== "function") {
-    return {
-      arrivalSnapshotTime: Date.now(),
-      arrivalSource: "unavailable",
-      bid: null,
-      ask: null,
-      arrivalMid: null,
-      spreadBps: null
-    };
-  }
-  try {
-    const ticker = await connector.getTopOfBookTicker(symbol);
-    const arrivalSnapshotTime = toFiniteNumberOrNull4(ticker?.timestamp);
-    const bid = toFiniteNumberOrNull4(ticker?.bidPrice);
-    const ask = toFiniteNumberOrNull4(ticker?.askPrice);
-    const arrivalMid = bid != null && ask != null ? (bid + ask) / 2 : null;
-    const spreadBps = bid != null && ask != null && arrivalMid != null && arrivalMid > 0 ? (ask - bid) / arrivalMid * 1e4 : null;
-    return {
-      arrivalSnapshotTime: arrivalSnapshotTime ?? Date.now(),
-      arrivalSource: "top_of_book",
-      bid,
-      ask,
-      arrivalMid,
-      spreadBps
-    };
-  } catch (error) {
-    logger7.warn(
-      "runtime order arrival snapshot failed: %s %s",
-      symbol,
-      error?.message || String(error)
-    );
-    return {
-      arrivalSnapshotTime: Date.now(),
-      arrivalSource: "top_of_book_error",
-      bid: null,
-      ask: null,
-      arrivalMid: null,
-      spreadBps: null
-    };
-  }
-};
-var validateEntryProtectionAtArrival = ({
-  direction,
-  signalPrice,
-  bid,
-  ask,
-  arrivalMid,
-  takeProfits,
-  stopLossPrice
-}) => {
-  const entryReference = direction === "LONG" ? ask ?? arrivalMid ?? signalPrice : bid ?? arrivalMid ?? signalPrice;
-  const stopReference = direction === "LONG" ? bid ?? arrivalMid ?? signalPrice : ask ?? arrivalMid ?? signalPrice;
-  if (!Number.isFinite(entryReference) || entryReference <= 0 || !Number.isFinite(stopReference) || stopReference <= 0) {
-    throw new Error("INVALID_ENTRY_REFERENCE_AT_ARRIVAL");
-  }
-  for (const takeProfit of takeProfits) {
-    if (!Number.isFinite(takeProfit.price) || takeProfit.price <= 0 || (direction === "LONG" ? takeProfit.price <= entryReference : takeProfit.price >= entryReference)) {
-      throw new Error("TAKE_PROFIT_CROSSED_BEFORE_ENTRY");
-    }
-  }
-  if (stopLossPrice != null && (!Number.isFinite(stopLossPrice) || stopLossPrice <= 0 || (direction === "LONG" ? stopLossPrice >= stopReference : stopLossPrice <= stopReference))) {
-    throw new Error("STOP_LOSS_CROSSED_BEFORE_ENTRY");
-  }
-};
 var resolveRuntimeTelemetryQuality = ({
   signalClosePrice,
   arrivalMid,
@@ -2980,7 +3111,8 @@ var executeEntryOrder = async ({
   signal,
   beforePlaceOrder,
   recordRuntimeTrade = true,
-  leverage
+  leverage,
+  executionLimits
 }) => {
   await beforePlaceOrder?.();
   const previousPosition = positionIntent === "increase" ? await connector.getPosition(symbol) : null;
@@ -2991,23 +3123,57 @@ var executeEntryOrder = async ({
   signal.orderQty = qty;
   signal.orderValue = qty * currentPrice;
   signal.orderFailureReason = void 0;
-  const arrivalSnapshot = await getOrderArrivalSnapshot({ connector, symbol });
-  try {
-    validateEntryProtectionAtArrival({
-      direction,
-      signalPrice: currentPrice,
-      bid: arrivalSnapshot.bid,
-      ask: arrivalSnapshot.ask,
-      arrivalMid: arrivalSnapshot.arrivalMid,
-      takeProfits,
-      stopLossPrice
-    });
-  } catch (error) {
-    signal.orderStatus = "failed";
-    signal.orderFailureReason = error.message;
-    throw error;
+  let arrivalSnapshot = {
+    arrivalSnapshotTime: Date.now(),
+    arrivalSource: "unavailable",
+    bid: null,
+    ask: null,
+    arrivalMid: null,
+    spreadBps: null
+  };
+  let orderSubmitTime = Date.now();
+  const beforeSubmit = createEntrySubmissionValidation({
+    connector,
+    symbol,
+    direction,
+    takeProfits,
+    stopLossPrice,
+    limits: executionLimits,
+    onValidated: (snapshot2, economics) => {
+      arrivalSnapshot = snapshot2;
+      orderSubmitTime = Date.now();
+      if (executionLimits?.maxLossValue != null) {
+        signal.riskDecision = {
+          stage: "order_plan",
+          status: "approved",
+          reason: "PLANNED_LOSS_WITHIN_MAX_LOSS_VALUE",
+          plannedLossValue: economics.plannedLossValue,
+          maxLossValue: executionLimits.maxLossValue,
+          limitUtilization: economics.plannedLossValue / executionLimits.maxLossValue,
+          enforced: true
+        };
+      }
+    }
+  });
+  if (!beforeSubmit) {
+    arrivalSnapshot = await getOrderArrivalSnapshot({ connector, symbol });
+    try {
+      validateEntryProtectionAtArrival({
+        direction,
+        signalPrice: currentPrice,
+        bid: arrivalSnapshot.bid,
+        ask: arrivalSnapshot.ask,
+        arrivalMid: arrivalSnapshot.arrivalMid,
+        takeProfits,
+        stopLossPrice
+      });
+    } catch (error) {
+      signal.orderStatus = "failed";
+      signal.orderFailureReason = error.message;
+      throw error;
+    }
+    orderSubmitTime = Date.now();
   }
-  const orderSubmitTime = Date.now();
   const orderPlaced = await connector.placeOrder({
     symbol,
     qty,
@@ -3018,7 +3184,8 @@ var executeEntryOrder = async ({
     direction,
     ...typeof leverage === "number" && Number.isFinite(leverage) ? { leverage } : {},
     orderId,
-    signal
+    signal,
+    ...beforeSubmit ? { beforeSubmit } : {}
   });
   const orderAckTime = Date.now();
   const placedQty = typeof signal.orderQty === "number" && Number.isFinite(signal.orderQty) && signal.orderQty > 0 ? signal.orderQty : qty;
@@ -3305,7 +3472,7 @@ import {
   createStrategyIndicatorsState,
   getSharedStrategyReplayState
 } from "@tradejs/core/strategies";
-import { logger as logger9 } from "@tradejs/infra/logger";
+import { logger as logger10 } from "@tradejs/infra/logger";
 
 // src/strategy/runtimeBacktestDelay.ts
 import { BACKTEST_EXECUTION_INTERVAL } from "@tradejs/core/constants";
@@ -3867,7 +4034,7 @@ var canUseSharedReplayState = ({
 }) => (env === "BACKTEST" || env === "PARITY") && Boolean(sharedReplayKey);
 
 // src/strategy/runtimeExecution.ts
-import { logger as logger8 } from "@tradejs/infra/logger";
+import { logger as logger9 } from "@tradejs/infra/logger";
 import {
   BACKTEST_WARNING_CODES
 } from "@tradejs/types";
@@ -3921,7 +4088,7 @@ var handleExitDecision = async ({
         deploymentId: connector.deploymentId
       });
       if (!activeTrade) {
-        logger8.warn(
+        logger9.warn(
           "[%s] blocked closePosition for untracked runtime position: %s",
           strategyName ?? "unknown",
           symbol
@@ -3929,7 +4096,7 @@ var handleExitDecision = async ({
         return "CLOSE_BLOCKED_BY_UNTRACKED_POSITION";
       }
       if (!strategyName || activeTrade.strategy !== strategyName) {
-        logger8.warn(
+        logger9.warn(
           "[%s] blocked closePosition for foreign runtime position: %s ownedBy=%s",
           strategyName ?? "unknown",
           symbol,
@@ -3982,7 +4149,7 @@ var handleExitDecision = async ({
           exitType: closedTrade?.exitType ?? "exit"
         });
       } catch (notificationError) {
-        logger8.error(
+        logger9.error(
           "runtime close notification error: %s %s",
           symbol,
           notificationError
@@ -3996,7 +4163,7 @@ var handleExitDecision = async ({
       decision,
       market
     });
-    logger8.error("close order error: %s %s", symbol, err);
+    logger9.error("close order error: %s %s", symbol, err);
     return "ORDER_ERROR";
   }
   return decision.code;
@@ -4023,7 +4190,7 @@ var handleProtectDecision = async ({
       decision,
       market
     });
-    logger8.error("protect position error: %s %s", symbol, err);
+    logger9.error("protect position error: %s %s", symbol, err);
     return "ORDER_ERROR";
   }
   return decision.code;
@@ -4089,7 +4256,11 @@ var executeEntryDecision = async ({
         ...Number.isFinite(Number(hookCtx.strategyConfig.LEVERAGE)) ? { leverage: Number(hookCtx.strategyConfig.LEVERAGE) } : {},
         signal,
         beforePlaceOrder,
-        recordRuntimeTrade: recordRuntimeJournal
+        recordRuntimeTrade: recordRuntimeJournal,
+        executionLimits: resolveEntryExecutionLimits(
+          hookCtx.strategyConfig,
+          decision.entryContext.direction
+        )
       });
       await invokeStageHooks(
         "afterPlaceOrder",
@@ -4111,19 +4282,32 @@ var executeEntryDecision = async ({
       return signal;
     }
     await beforePlaceOrder();
-    const arrivalSnapshot = await getOrderArrivalSnapshot({
+    const beforeSubmit = createEntrySubmissionValidation({
       connector,
-      symbol
-    });
-    validateEntryProtectionAtArrival({
+      symbol,
       direction: decision.entryContext.direction,
-      signalPrice: decision.entryContext.prices.currentPrice,
-      bid: arrivalSnapshot.bid,
-      ask: arrivalSnapshot.ask,
-      arrivalMid: arrivalSnapshot.arrivalMid,
       takeProfits: decision.orderPlan.takeProfits,
-      stopLossPrice: decision.orderPlan.stopLossPrice
+      stopLossPrice: decision.orderPlan.stopLossPrice,
+      limits: resolveEntryExecutionLimits(
+        hookCtx.strategyConfig,
+        decision.entryContext.direction
+      )
     });
+    if (!beforeSubmit) {
+      const arrivalSnapshot = await getOrderArrivalSnapshot({
+        connector,
+        symbol
+      });
+      validateEntryProtectionAtArrival({
+        direction: decision.entryContext.direction,
+        signalPrice: decision.entryContext.prices.currentPrice,
+        bid: arrivalSnapshot.bid,
+        ask: arrivalSnapshot.ask,
+        arrivalMid: arrivalSnapshot.arrivalMid,
+        takeProfits: decision.orderPlan.takeProfits,
+        stopLossPrice: decision.orderPlan.stopLossPrice
+      });
+    }
     const orderPlaced = await connector.placeOrder({
       symbol,
       qty: decision.orderPlan.qty,
@@ -4131,6 +4315,7 @@ var executeEntryDecision = async ({
       timestamp: decision.entryContext.timestamp,
       direction: decision.entryContext.direction,
       positionIntent: decision.orderPlan.positionIntent,
+      ...beforeSubmit ? { beforeSubmit } : {},
       ...Number.isFinite(Number(hookCtx.strategyConfig.LEVERAGE)) ? { leverage: Number(hookCtx.strategyConfig.LEVERAGE) } : {}
     });
     if (!orderPlaced) {
@@ -4172,6 +4357,23 @@ var executeEntryDecision = async ({
       { decision, entry, market }
     );
   } catch (err) {
+    if (err instanceof EntrySubmissionValidationError) {
+      if (signal) {
+        signal.orderStatus = "skipped";
+        signal.orderSkipReason = err.message;
+        signal.allocatorDecision = {
+          stage: "runtime_admission",
+          status: "rejected",
+          reason: err.message
+        };
+      }
+      logger9.warn(
+        "entry rejected before submission: %s %s",
+        symbol,
+        err.message
+      );
+      return signal ?? err.message;
+    }
     if (signal) {
       signal.orderStatus = "failed";
       if (typeof signal.orderFailureReason !== "string" || !signal.orderFailureReason.trim()) {
@@ -4186,9 +4388,9 @@ var executeEntryDecision = async ({
       market
     });
     if (err?.message === BACKTEST_WARNING_CODES.TAKE_PROFIT_CROSSED_BEFORE_ENTRY) {
-      logger8.warn("order warning: %s %s", symbol, err);
+      logger9.warn("order warning: %s %s", symbol, err);
     } else {
-      logger8.error("order error: %s %s", symbol, err);
+      logger9.error("order error: %s %s", symbol, err);
     }
     return signal ?? "ORDER_ERROR";
   }
@@ -4353,7 +4555,7 @@ var createStrategyRuntime = ({
         try {
           await projectHook(errorParams);
         } catch (hookError) {
-          logger9.error(
+          logger10.error(
             "project hook onRuntimeError failed: %s %s",
             strategyName,
             hookError
@@ -4367,7 +4569,7 @@ var createStrategyRuntime = ({
       try {
         await onRuntimeError(errorParams);
       } catch (hookError) {
-        logger9.error(
+        logger10.error(
           "runtime hook onRuntimeError failed: %s %s",
           strategyName,
           hookError
@@ -4381,7 +4583,7 @@ var createStrategyRuntime = ({
       try {
         return await hook(params);
       } catch (error) {
-        logger9.error(
+        logger10.error(
           'strategy hook "%s" failed for %s: %s',
           stage,
           strategyName,
@@ -4580,8 +4782,11 @@ var createStrategyRuntime = ({
         return enrichedBaseContext;
       }
     });
+    const coreConfig = { ...config };
+    delete coreConfig.RECORD_RUNTIME_TRADES;
+    delete coreConfig.SIMULATE_ORDERS;
     const core = await createCore({
-      config,
+      config: coreConfig,
       data,
       strategyApi,
       indicatorsState
@@ -5200,6 +5405,8 @@ var createStrategyRuntime = ({
 setStrategyRuntimeFactory(createStrategyRuntime);
 
 export {
+  getOrderArrivalSnapshot,
+  validateEntryProtectionAtArrival,
   buildMlPayload,
   BINANCE_BREADTH_UNIVERSE_KEYS,
   buildBinanceBreadthUniverseSnapshot,
@@ -5221,8 +5428,6 @@ export {
   enrichSignalWithMl,
   enrichSignalWithAi,
   enrichSignalWithMlAi,
-  getOrderArrivalSnapshot,
-  validateEntryProtectionAtArrival,
   executeEntryOrder,
   resolveStrategyConfig,
   RESEARCH_ENTRY_POLICY_CAPABILITIES,