Queue-Aware SMDP 0.2.0

Queue-Aware SMDP 0.2.0

Upgrades the collector from Extrema Infra 0.3.14 to 0.6.0. Probe logic, telemetry and configuration are unchanged.

Extrema Infra 0.6.0

• Updates extrema_infra from 0.3.14 to 0.6.0. This is a minor bump to 0.2.0 because the infra types change across 0.4–0.6.
• OKX websockets move from port 8443 to 443. The probe subscribes to OKX QQQ_USDT_PERP, so a deployed probe needs this version before OKX stops serving 8443 on 2026-10-31 (extrema_infra #147).
• Since 0.4.2 a builder-dex client must call init_inst_index_map() before perp REST calls. The probe already calls set_perp_dex(xyz) and then init_inst_index_map() at startup.
• Since 0.4.1 task delivery is lossy. A module that falls behind loses the oldest events and gets on_lagged instead of stalling the publisher. If the collector cannot keep up, gaps show as lag errors in the log.
• rustls ≥ 0.23.45 comes in through infra (TLS 1.3 handshake fix).

Validation

• All 26 unit tests passed.
• Format, Markdown, documentation, package dry-run, dependency checks and Gitleaks passed in CI.
• Strict Clippy passed on Ubuntu, macOS and Windows.

Packaging

• Bumps queue_aware_smdp from 0.1.3 to 0.2.0.
• cargo publish packaged 25 files, 280.5 KiB unpacked and 64.1 KiB compressed.
• cargo publish completed successfully for queue_aware_smdp v0.2.0.

Queue-Aware SMDP 0.1.3

Queue-Aware SMDP 0.1.3

This patch release upgrades the collector to Extrema Infra 0.3.14 without changing probe behavior, telemetry, or configuration.

Extrema Infra 0.3.14

• Updates extrema_infra from 0.3.13 to 0.3.14.
• Picks up TCP_NODELAY on every websocket connection, so back-to-back frames such as a cancel followed by a place are no longer held by Nagle's algorithm until the previous frame is acknowledged (extrema_infra #122; measurements in extrema_infra Discussion #123).

Validation

• All 26 unit tests passed.
• Format, Markdown, documentation, package dry-run, dependency checks, and Gitleaks passed in CI.
• Strict Clippy passed on Ubuntu, macOS, and Windows.

Packaging

• Bumps queue_aware_smdp from 0.1.2 to 0.1.3.
• cargo publish packaged 25 files, 280.3 KiB unpacked and 64.0 KiB compressed.
• cargo publish completed successfully for queue_aware_smdp v0.1.3.

Merged changes

• #5 chore: update extrema infra to 0.3.14

Queue-Aware SMDP 0.1.2

Queue-Aware SMDP 0.1.2

This release expands execution-probe calibration and upgrades the collector to Extrema Infra 0.3.13.

Probe calibration

• Expands the experiment to 48 uniformly sampled cells across 2 sides, 6 BBO distance levels, and 4 planned dwell durations.
• Starts planned dwell at the first private orderUpdates=open confirmation.
• Records behavior-policy selection probability, price-level cells, live BBO and fair-value distances, spread, order age, and remaining dwell.
• Adds periodic KEEP decision telemetry without submitting additional exchange actions.

Lifecycle and execution telemetry

• Hardens post-response, private-order, REST-recovery, partial-fill, cancel, flatten, and markout state transitions.
• Records interval queue-ahead beliefs instead of presenting aggregate-book observations as exact FIFO position.
• Adds realized fee rate and fee-in-ticks metrics for passive and flatten fills.
• Keeps immutable hourly JSONL segment finalization and recovery behavior explicit.

Extrema Infra 0.3.13

• Updates extrema_infra from 0.3.12 to 0.3.13.
• Picks up Hyperliquid secp256k1 0.33 signing compatibility without changing signature output.

Validation

• All 26 unit tests passed.
• Format, Markdown, documentation, package dry-run, dependency checks, and Gitleaks passed in CI.
• Strict Clippy passed on Ubuntu, macOS, and Windows.

Packaging

• Bumps queue_aware_smdp to 0.1.2.
• cargo publish packaged 25 files, 280.3 KiB unpacked and 64.0 KiB compressed.
• cargo publish completed successfully for queue_aware_smdp v0.1.2.

Merged changes

• #3 feat: expand execution probe calibration
• #4 chore: update extrema infra to 0.3.13

Queue-Aware SMDP 0.1.0

Initial public release of the Queue-Aware SMDP execution-probe data collector.

Highlights:

• Captures public market data and private order lifecycle telemetry for SMDP research
• Supports controlled Hyperliquid probe orders and user event reconciliation
• Records exchange, local receive, action, acknowledgement, cancellation, fill, position, and rate-limit observations
• Writes immutable, partitioned JSONL data for downstream analysis
• Includes deployment templates, systemd configuration, CI, and operational documentation

Validation:

• Tested against live Hyperliquid order, cancel, fill, position, and rate-limit flows
• Passed formatting, 20 tests, strict Clippy, docs, Markdown, audit, deny, package, secret scan, and cross-platform CI
• crates.io package: 61.6 KiB compressed, 269.1 KiB unpacked

Scope:

• This release is a data collector and execution probe; it does not implement the SMDP policy or train models.

Merged changes: #1, #2.