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Queue-Aware SMDP 0.1.2

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@Lqz13Th Lqz13Th released this 01 Sep 11:33
· 2 commits to main since this release
ee05580

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