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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=openconfirmation. - 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_infrafrom0.3.12to0.3.13. - Picks up Hyperliquid
secp256k1 0.33signing 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_smdpto0.1.2. cargo publishpackaged 25 files, 280.3 KiB unpacked and 64.0 KiB compressed.cargo publishcompleted successfully forqueue_aware_smdp v0.1.2.