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package/docs/COPY_ON_WRITE_MASTER_PLAN.md

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+# Copy-on-Write (COW) Grid Master Plan
+
+**Author:** froooze  
+**Status:** Implemented & Stabilized  
+**Objective:** Eliminate optimistic state corruption by separating "Blockchain Truth" from "Strategy Targets" using immutable master grids and Copy-on-Write semantics.
+
+## Overview
+
+The Copy-on-Write (COW) Grid Architecture replaces the old optimistic mutation pattern with a cleaner approach: **master grid is never modified until blockchain confirmation**.
+
+This architecture implements the core philosophy of **"Verify, Then Commit"**:
+
+1. **Immutable Master Grid:** The master grid is never directly modified during planning.
+2. **Atomic Promotion:** Changes only move from working copy to master upon verified blockchain success.
+3. **Delta-Only Execution:** Only the difference between Master and Target triggers blockchain actions.
+4. **Side Invariance:** Order side (BUY/SELL) is absolute. Any price-flip requires a full `Cancel` → `Place` sequence.
+
+## Architecture
+
+### COW Pattern
+
+```
+1. Create WorkingGrid (clone of master)
+2. Modify working copy
+3. Broadcast to blockchain
+4. On success: atomic swap (working → master)
+5. On failure: discard working (master unchanged)
+```
+
+### Freeze + COW Hybrid
+
+The production implementation uses both `Object.freeze()` and COW as complementary layers:
+
+1. **`Object.freeze()`** on the master Map and `deepFreeze()` on individual order objects
+   provides runtime enforcement — any accidental direct mutation throws in strict mode.
+   Each `_applyOrderUpdate` call creates a new frozen Map via immutable-swap pattern:
+
+   ```javascript
+   const newMap = cloneMap(this.orders);
+   newMap.set(id, deepFreeze({ ...nextOrder }));
+   this.orders = Object.freeze(newMap);
+   ```
+
+2. **COW working grids** provide the planning/broadcast lifecycle isolation — strategy
+   computes target state on a mutable clone, and master is only replaced after blockchain
+   confirmation via `_commitWorkingGrid()`.
+
+The freeze layer catches bugs that COW alone wouldn't (e.g., code that reads `manager.orders`
+and mutates an order object in-place). The COW layer provides the transactional semantics
+(plan, broadcast, commit-or-discard).
+
+## State Machine
+
+```
+NORMAL → REBALANCING → BROADCASTING → _commitWorkingGrid() → NORMAL
+                                          ↓ (on failure)
+                                    _clearWorkingGridRef() → NORMAL
+                                        (master unchanged)
+```
+
+**State transitions:**
+- `NORMAL → REBALANCING`: `_applySafeRebalanceCOW()` begins planning.
+- `REBALANCING → BROADCASTING`: `_updateOrdersOnChainBatchCOW()` starts blockchain ops.
+- `BROADCASTING → NORMAL`: `_clearWorkingGridRef()` always called on exit (success or failure).
+- Fill during `REBALANCING`/`BROADCASTING`: marks working grid stale, syncs order from master.
+
+**COW State Machine Cheat Sheet:**
+
+| State | Fill Handling | Working Grid Action | Commit Outcome |
+|-------|---------------|---------------------|----------------|
+| `NORMAL` | Apply fill to master immediately | No working-grid sync | Not applicable |
+| `REBALANCING` | Apply fill to master immediately | Mark stale + sync changed order from master | Planning returns aborted result |
+| `BROADCASTING` | Apply fill to master immediately | Mark stale + sync changed order from master | Commit guard rejects stale/version-mismatch grid |
+
+**Single-source rules (no special cases):**
+- Master grid always updates first (blockchain truth).
+- If planning/broadcasting is active, sync the changed order into the working grid.
+- Any master mutation marks the working grid stale.
+- Commit succeeds only when stale/version/delta guards all pass.
+
+## Data Flow
+
+### Normal Rebalance Flow
+
+```
+1. performSafeRebalance(fills, excludeIds)
+   └─> _applySafeRebalanceCOW()
+       ├─> Create WorkingGrid (clone master)
+       ├─> Calculate target grid (from strategy)
+       ├─> Reconcile against working copy
+       ├─> Validate working grid funds
+       └─> Return { workingGrid, actions, ... }
+
+2. updateOrdersOnChainBatch(result)
+   └─> _updateOrdersOnChainBatchCOW()
+        ├─> Lock order IDs
+        ├─> Build blockchain operations
+        ├─> Pre-broadcast staleness guard (evaluateCommit):
+        │   ├─> Plan stale (master mutated mid-planning) => replanStaleBatch:
+        │   │   ├─> Re-plan ONCE from fresh master with same fills
+        │   │   ├─> Restore boundary-shift budget + clear only the abandoned
+        │   │   │   batch's own pending-broadcast entries
+        │   │   ├─> No executable actions => skip stale plan (grid already consistent)
+        │   │   └─> Still stale / no fill context => proceed + structural resync
+        │   └─> Plan valid => continue
+        ├─> Execute batch
+        ├─> On success:
+        │   ├─> _commitWorkingGrid()  → atomic swap
+        │   │   └─> commit refused (master changed during broadcast)
+        │   │       └─> adopt placed orders from chain; keep pending-broadcast
+        │   │           protection + structural resync if adoption unavailable
+        │   └─> persistGrid()          → write to disk
+        └─> On failure:
+            └─> workingGrid discarded (master unchanged)
+```
+
+### Fill Processing Flow
+
+```
+NEW FILL ARRIVES
+   │
+   ▼
+[ Type of update? ]
+   │
+   ├─ individual fill (boundary shift only)
+   │     update master grid
+   │     sync working grid if planning active
+   │     continue current operations
+   │
+   └─ full side update (divergence / cache threshold)
+         │
+         ├─ BROADCASTING  => abort; discard working grid
+         ├─ REBALANCING   => block; wait for fills=0
+         └─ NORMAL        => safe to proceed
+```
+
+## Fill Handling Strategy
+
+**Decision:** "Selective abort — continue individual fills, block full-side updates."
+
+| Scenario | Scope | Action | Reason |
+|----------|-------|--------|--------|
+| Individual fill | Single slot (boundary shift) | Process immediately | Just moves boundary, doesn't modify filled order. Low risk. |
+| Divergence-triggered full update | Entire side of grid | Block if fills pending | Rebuilding all orders — needs stable state, no concurrent fills. |
+| Cache threshold full update | Entire side of grid | Block if fills pending | Rebalancing depleted side — complex planning, can't have stale data. |
+
+### Individual Fills (Grid Maintenance)
+
+- Only move boundary and handle next slot — **don't modify the filled order itself**.
+- Fills keep the grid alive by shifting the boundary as market moves.
+- Low risk, can sync to working grid and continue current rebalance.
+- **Never abort blockchain operations for individual fills.**
+
+### Full Side Updates (Major Planning)
+
+- Divergence: rebuild entire side of grid (potentially dozens of orders).
+- Cache threshold: rebalance all orders on depleted side.
+- High risk — complex planning that shouldn't run with stale state.
+- **Block if fills pending or during `BROADCASTING`.**
+
+**Key distinction:** individual fills move the boundary; full updates rebuild everything.
+
+### Divergence & Cache Checks Blocked During Rebalance
+
+```javascript
+if (fills.length === 0 && rebalanceState === REBALANCE_STATES.NORMAL) {
+    // Safe to check divergence
+    // Safe to update cache functions
+}
+```
+
+**Why this restriction:**
+- Divergence calculations assume stable grid state.
+- Fills modify the grid mid-calculation.
+- Cache updates must reflect committed state, not speculative working state.
+- Prevents race conditions between fill processing and cache invalidation.
+
+### Working Grid Synchronization
+
+When fills arrive during `REBALANCING` state (before `BROADCASTING`):
+
+1. Update master grid immediately (blockchain truth).
+2. **Also apply same fill to working grid** (keep copies in sync).
+3. Continue with current rebalance using updated working copy.
+
+```javascript
+// Implementation in _applyOrderUpdate (manager.ts)
+async _applyOrderUpdate(order, context, options = {}) {
+    // ... update master grid (immutable swap) ...
+
+    // Centralized adapter handles:
+    // 1) planning-state gate,
+    // 2) markStale(),
+    // 3) syncFromMaster(),
+    // 4) sync error handling.
+    this._syncWorkingGridFromMasterMutation(order.id, context);
+}
+
+// WorkingGrid.syncFromMaster (working_grid.ts)
+syncFromMaster(masterGrid, orderId, masterVersion?) {
+    const masterOrder = masterGrid.get(orderId);
+    if (masterOrder) {
+        this.grid.set(orderId, this._cloneOrder(masterOrder));
+        this.modified.add(orderId);
+        this._indexes = null;
+    }
+    if (Number.isFinite(masterVersion)) {
+        this.baseVersion = masterVersion;
+    }
+}
+```
+
+**Why this matters:**
+- Working grid must reflect all blockchain state changes.
+- Prevents stale data from being committed.
+- Avoids unnecessary aborts for individual fills.
+
+## Historical Context: Immutable Master Grid Evolution
+
+The COW architecture evolved from earlier attempts to achieve grid immutability. The three
+eras below describe design evolution over time; they are **distinct from the Build Steps**
+numbered 0–9 in the *Implementation Status* section (Build Steps track the construction
+work that produced the current code).
+
+### Era 0: Original Optimistic State (Pre-v1.0) — ❌ Removed
+- **Approach:** Direct in-memory mutation of master grid during planning.
+- **Pattern:** Modify master directly → Broadcast to blockchain → No recovery mechanism.
+- **Vulnerability:** State corruption during any failure, no isolation between planning and committed state, no rollback capability.
+- **Incident:** This approach caused the Price Jump incident — a sudden market move corrupted in-flight grid state because planning mutations were applied directly to the master grid, with no isolation or rollback.
+
+### Era 1: Frozen Master State (v1.0) — ✅ Retained as defense-in-depth
+- **Approach:** `Object.freeze()` on Maps and order objects.
+- **Implementation:** Each `_applyOrderUpdate` creates a new frozen Map via immutable-swap pattern.
+- **Advantage:** Runtime enforcement prevents accidental mutations; catches bugs that read `manager.orders` and mutate in-place.
+- **Original concern:** Performance overhead, complexity in deep-freezing nested structures.
+
+### Era 2: Copy-on-Write (v2.0 — Current) — ✅ Production-ready
+- **Approach:** Working copy during planning, atomic swap on blockchain confirmation.
+- **Pattern:** Clone → Modify working copy → Broadcast → Commit on success / Discard on failure.
+- **Advantage:** True transactional semantics; master never in intermediate state; cleaner than snapshot/rollback.
+
+The production implementation uses both Era 1 (`Object.freeze`) and Era 2 (COW) as
+complementary layers; see **Freeze + COW Hybrid** under *Architecture* above.
+
+## Implementation Status
+
+Build Steps track the construction work that produced the current code; they are distinct
+from the *Era* numbering used in *Historical Context*.
+
+### Build Step 0: Dependencies ✅
+Dependency utilities merged into `modules/order/utils/order.ts` during v0.6.0-patch.19 consolidation.
+
+### Build Step 1: Infrastructure ✅
+- Created `modules/order/working_grid.ts` — WorkingGrid class.
+- Added `COW_PERFORMANCE` thresholds to `modules/constants.ts`.
+
+### Build Step 2: Core Integration ✅
+- `performSafeRebalance()` → delegates to `_applySafeRebalanceCOW()`.
+- `_applySafeRebalanceCOW()` — creates working grid, runs planning, returns result without modifying master.
+- `_reconcileGridCOW()` — delta reconciliation against working copy.
+- `_commitWorkingGrid()` — atomic swap from working to master.
+
+### Build Step 3: Broadcast Integration ✅
+- `updateOrdersOnChainBatch()` — routes to COW path when `workingGrid` present.
+- `_updateOrdersOnChainBatchCOW()` — full COW broadcast with commit on success.
+- Removed legacy rollback code.
+
+### Build Step 4: Fill Handling Strategy ✅
+**Decision:** "Selective abort — continue individual fills, block full-side updates."  
+Full design is documented in the **Fill Handling Strategy** section above.
+
+### Build Step 5: Tests ✅
+- `tests/test_cow_master_plan.ts` — 11 COW core tests.
+- `tests/test_cow_commit_guards.ts` — commit guard regression tests.
+- `tests/test_cow_concurrent_fills.ts` — concurrent fill integration tests.
+- `tests/test_cow_divergence_correction.ts` — divergence correction COW tests.
+- `tests/test_cow_orchestration_fixes.ts` — COW orchestration fixes.
+- `tests/test_cow_structural_resync.ts` — structural grid resync tests.
+- `tests/test_cow_static_analysis.ts` — static analysis and invariant checks.
+- `tests/test_cow_index_mutation_detection.ts` — index mutation detection.
+- `tests/test_cow_fund_validation_precision.ts` — fund validation precision tests.
+- `tests/test_cow_set_mutation_report.ts` — set mutation report tests.
+- `tests/test_sync_lock_routing.ts` — lock routing verification tests.
+- `tests/test_working_grid.ts` — WorkingGrid unit tests.
+
+### Build Step 6: Divergence & Cache Updates ✅
+Divergence checks and cache function updates only execute when no fills are pending. See
+**Fill Handling Strategy → Divergence & Cache Checks Blocked During Rebalance**.
+
+### Build Step 7: Divergence Correction COW Migration ✅
+Migrated `applyGridDivergenceCorrections` from queue-based cancellations to full COW pattern.
+
+**Atomic Boundary Shifts (Patch 20):** Boundary index changes during divergence correction are
+now atomic with slot-type reassignment. The `pendingBoundaryIdx` variable carries boundary
+changes through the COW pipeline without touching `manager.boundaryIdx` until
+`_commitWorkingGrid` completes. This prevents temporary mismatches between boundary position
+and slot BUY/SELL roles during blockchain execution.
+
+```javascript
+// Boundary changes flow through COW pipeline atomically
+const boundarySync = syncBoundaryToFunds(manager);  // Returns { changed, newIdx }
+if (boundarySync.changed) {
+    pendingBoundaryIdx = boundarySync.newIdx;  // NOT manager.boundaryIdx!
+    // updateGridFromBlockchainSnapshot reassigns slot types in WorkingGrid
+    // manager.boundaryIdx updated atomically in _commitWorkingGrid
+}
+```
+
+**Before (Queue-Based):**
+```javascript
+// Detect divergence → Queue corrections → Execute batch → Clear queue
+// Master grid stays ACTIVE during entire process (race condition)
+ordersNeedingPriceCorrection.push({ gridOrder, chainOrderId, isSurplus: true });
+// ...later...
+await updateOrdersOnChainBatchFn({ ordersToCancel, ordersToPlace, ordersToRotate });
+```
+
+**After (COW-Based):**
+```javascript
+// Detect divergence → Create WorkingGrid → Update sizes in working copy
+// → Execute UPDATE/CANCEL/CREATE ops on chain → Commit working grid on success
+const workingGrid = new WorkingGrid(manager.orders);
+workingGrid.set(orderId, convertToSpreadPlaceholder(order)); // Surplus → virtual slot
+const actions = [{ type: COW_ACTIONS.CANCEL, id, orderId }, ...];
+const cowResult = { actions, workingGrid, ... };
+await updateOrdersOnChainBatch(cowResult); // Commit only on success
+```
+
+**Key Changes:**
+1. **Surplus orders**: `CANCEL` on-chain and virtualize in working grid.
+2. **State preservation**: `ACTIVE`/`PARTIAL` orders keep their state in working grid.
+3. **No race conditions**: master unchanged until blockchain confirms.
+4. **Unified flow**: same COW pattern as fill rebalancing.
+
+**Grid Resizing Also Migrated:** `updateGridFromBlockchainSnapshot` now returns a COW result:
+
+```javascript
+// Before: Modified master grid directly
+await Grid.updateGridFromBlockchainSnapshot(manager, 'buy'); // Direct update!
+
+// After: Returns COW result for batch execution
+const cowResult = await Grid.updateGridFromBlockchainSnapshot(manager, 'buy');
+await updateOrdersOnChainBatch(cowResult); // Execute via COW
+```
+
+### Build Step 8: Benchmarks ✅
+- 100 orders: ~0.03ms clone
+- 500 orders: ~0.05ms clone
+- 1000 orders: ~0.08ms clone
+- 5000 orders: ~0.5ms clone
+
+### Build Step 9: Cleanup ✅
+- Removed snapshot/rollback pattern; `performSafeRebalance()` now delegates to `_applySafeRebalanceCOW()`.
+- Removed duplicate `_updateOrdersOnChainBatchCOW`.
+- Removed legacy rollback references in `dexbot_class.ts`.
+
+## Key Methods
+
+### OrderManager (`modules/order/manager.ts`)
+
+| Method | Description |
+|--------|-------------|
+| `performSafeRebalance(fills, excludeIds)` | Entry point — delegates to COW |
+| `_applySafeRebalanceCOW(fills, excludeIds)` | Creates working grid, runs planning |
+| `_reconcileGridCOW(targetGrid, boundary, workingGrid)` | Delta against working copy |
+| `_commitWorkingGrid(workingGrid, indexes, boundary, options = {})` | Atomic swap to master |
+| `_setRebalanceState(state)` | Track rebalance state |
+| `_currentWorkingGrid` | Reference to working grid during rebalance for fill sync |
+| `_applyOrderUpdate(order, context, options = {})` | Lock-free order update (immutable swap); routes fill sync to `_syncWorkingGridFromMasterMutation` |
+| `_syncWorkingGridFromMasterMutation(orderId, context)` | Adapter: planning-state gate → `markStale()` + `syncFromMaster()` → sync error handling |
+
+### DEXBot (`modules/dexbot_class.ts`)
+
+| Method | Description |
+|--------|-------------|
+| `updateOrdersOnChainBatch(rebalanceResult)` | Routes to COW broadcast |
+| `_updateOrdersOnChainBatchCOW(rebalanceResult)` | Full COW broadcast with commit |
+
+### WorkingGrid (`modules/order/working_grid.ts`)
+
+| Method | Description |
+|--------|-------------|
+| `syncFromMaster(masterGrid, orderId, masterVersion?)` | Sync specific order from master to working grid during fill processing |
+| `buildDelta(masterGrid)` | Build delta actions between master and working grid |
+| `getIndexes()` | Get cached grid indexes |
+
+## Operational Rules
+
+### 1. Fill Priority Always Wins
+Filled orders are blockchain truth and always processed immediately. See the
+**Fill Handling Strategy** section for the full Individual Fills vs Full Side Updates rules.
+
+### 2. Divergence & Cache Checks Blocked During Rebalance
+Divergence detection and cache function updates are deferred when fills are pending or when
+rebalancing is in progress. See **Fill Handling Strategy → Divergence & Cache Checks Blocked
+During Rebalance**.
+
+## Safety Guardrails
+
+1. **Accountant Dry-Run:** `Accountant.validateTargetGrid(targetMap)` verifies that the entire proposed grid fits within `Liquid + CurrentOrderValue` *before* broadcasting.
+2. **Atomic Transaction Semantics:** Large boundary shifts (>5 slots) are inherently safe because the COW pattern only commits after successful blockchain confirmation. If market volatility causes rapid shifts during planning, the plan is caught by the **pre-broadcast staleness guard** (`evaluateCommit` against `_gridVersion`): it re-plans ONCE from the fresh master with the same fills (`replanStaleBatch`, bounded by `STALE_PLAN_REPLAN_LIMIT`), then proceeds + structural resync if still stale — never a silent discard that drops the fill set. If the master changes *during* broadcast, the commit-time guard refuses the commit and the placed orders are adopted from chain so on-chain state never runs ahead of the grid.
+3. **Resync on Error:** If any blockchain action fails (e.g., "Insufficient funds"), the bot discards the working grid and triggers `grid_reconcile.ts` for a fresh blockchain sync ([GRID_RECONCILE.md](GRID_RECONCILE.md)).
+
+## Backward Compatibility
+
+None. COW is the **only standard**. The old snapshot/rollback pattern has been completely removed.
+
+## Verification
+
+This architecture makes the "Metadata Reinterpretation" bug impossible by ensuring that memory is only a reflection of verified blockchain state. The master grid is never partially modified — it's either the old state or the new state, with no intermediate "limbo" states.
+
+---
+
+## Appendix A: Files
+
+### Files Created
+- `modules/order/working_grid.ts` — WorkingGrid class (COW wrapper with clone/delta/stale tracking).
+- Test files listed under **Build Step 5**.
+- *Dependency utilities consolidated into `modules/order/utils/order.ts` during v0.6.0-patch.19.*
+
+### Files Modified
+- `modules/constants.ts` — added `COW_PERFORMANCE` thresholds.
+- `modules/order/manager.ts` — added COW methods, immutable master (`Object.freeze`), version tracking.
+- `modules/dexbot_class.ts` — wired COW broadcast, removed legacy rollback.
+- `modules/order/sync_engine.ts` — uses `_applyOrderUpdate` (lock-free) for all sync paths.
+- `modules/order/grid_reconcile.ts` — uses `_applySync` (lock-free) when inside `_gridLock`.
+- `modules/order/utils/system.ts` — migrated `applyGridDivergenceCorrections` to full COW pattern.
+- `modules/order/grid.ts` — migrated `updateGridFromBlockchainSnapshot` to return COW result instead of modifying master directly.
+
+## Appendix B: Test Results
+
+```
+Core COW Tests (test_cow_master_plan.ts):
+  ✓ COW-001: Master unchanged on failure
+  ✓ COW-002: Master updated only on success
+  ✓ COW-003: Index transfer
+  ✓ COW-004: Fund recalculation
+  ✓ COW-005: Order comparison
+  ✓ COW-006: Delta building
+  ✓ COW-007: Index validation
+  ✓ COW-008: Working grid independence
+  ✓ COW-009: Empty grid handling
+  ✓ COW-010: Memory stats
+  ✓ COW-011: No spurious updates on unchanged grid
+
+Commit Guard Tests (test_cow_commit_guards.ts):
+  ✓ COW-COMMIT-001: Version mismatch rejection
+  ✓ COW-COMMIT-002: Empty delta rejection
+
+Concurrent Fill Tests (test_cow_concurrent_fills.ts):
+  ✓ COW-FILL-001: Fill during REBALANCING syncs to working grid
+  ✓ COW-FILL-002: Fill during BROADCASTING syncs to working grid
+  ✓ COW-FILL-003: Commit rejected after fill during broadcast
+  ✓ COW-FILL-004: No working grid sync during NORMAL state
+  ✓ COW-FILL-005: _cloneOrder deep-clones rawOnChain
+  ✓ COW-FILL-006: _cloneOrder handles missing rawOnChain
+  ✓ COW-FILL-007: Staleness reason includes phase context
+
+Divergence Correction Tests (test_cow_divergence_correction.ts):
+  ✓ Surplus orders are CANCELLED (not UPDATE to size=0)
+  ✓ Working grid preserves order states (ACTIVE, PARTIAL)
+  ✓ Orders within target window get size updates
+  ✓ No duplicate UPDATE/CANCEL overlap for same order
+
+Stale-Plan & Stack Discipline Tests (v1.4.8):
+  ✓ test_cow_guard_replan.ts — bounded re-plan from fresh master, boundary-budget
+    restore, push-marker contract, no double-pop on re-plan failure
+  ✓ test_cow_stale_slot_guard.ts — slot-id based stale-placement veto,
+    boundary-only semantics, rotation-UPDATE coverage
+  ✓ test_cow_commit_guards.ts — empty-action / never-pushed marker contract
+  ✓ test_uncertain_broadcast.ts — verify-before-retry per op kind, truncated-read
+    deferral, pending-broadcast protection kept on ambiguous reads
+```
+
+**Additional Checks:**
+- Unchanged grids do not emit global COW `update` actions.
+- Missing on-chain `ACTIVE` order with `orderId` appears in `filledOrders` from open-order sync.
+
+## Appendix C: Constants Added (`modules/constants.ts`)
+
+### COW Performance Thresholds
+- `COW_PERFORMANCE.MAX_REBALANCE_PLANNING_MS` — max time for rebalance planning phase.
+- `COW_PERFORMANCE.MAX_COMMIT_MS` — max time for grid commit operation.
+- `COW_PERFORMANCE.MAX_MEMORY_MB` — memory threshold for working grid operations.
+- `COW_PERFORMANCE.INDEX_REBUILD_THRESHOLD` — grid size threshold for index rebuilding.
+- `COW_PERFORMANCE.WORKING_GRID_BYTES_PER_ORDER` — estimated memory per order (500 bytes).
+
+### Pipeline Timing
+- `PIPELINE_TIMING.MAX_FEE_EVENT_CACHE_SIZE` — LRU cache limit for fee dedup (10,000 entries).
+- `PIPELINE_TIMING.FEE_EVENT_DEDUP_TTL_MS` — fee event deduplication TTL (6 hours).
+- `PIPELINE_TIMING.CACHE_EVICTION_RETENTION_RATIO` — LRU eviction retention (0.75).
+- `PIPELINE_TIMING.RECOVERY_DECAY_FALLBACK_MS` — recovery decay fallback (180 seconds).
+
+### Grid & Timing
+- `GRID_LIMITS.RELATIVE_ORDER_UPDATE_THRESHOLD_PERCENT` — relative threshold (%) for in-memory COW order equality checks.
+- `GRID_LIMITS.STATE_CHANGE_HISTORY_MAX` — max state change history entries (100).
+- `TIMING.LOCK_REFRESH_MIN_MS` — minimum lock refresh interval (250ms).
+
+### Fee Dedup Precision
+- Fee-event dedupe keys now quantize size with `floatToBlockchainInt(size, orderPrecision)` (derived from BUY/SELL side precision).
+- Fixed `1e8` satoshi conversion is no longer used.
+
+## Appendix D: Validation Gates
+
+Run these tests before promotion:
+- `tsx tests/test_engine_integration.ts`
+- `tsx tests/test_sequential_multi_fill.ts`
+- `tsx tests/test_sync_logic.ts`
+- `tsx tests/test_ghost_order_fix.ts`
+- `tsx tests/test_working_grid.ts`
+- `tsx tests/test_cow_master_plan.ts`
+- `tsx tests/test_cow_commit_guards.ts`
+- `tsx tests/test_cow_concurrent_fills.ts`
+- `tsx tests/test_cow_divergence_correction.ts`