P-TRADING / V1.8

Control Tower

LIVE EXECUTION DISABLEDSYNTHETIC / NO ACCOUNT CONNECTION
04:01:30.012 UTC
VenueOKXEnvironmentSYNTHETICStrategyTREND_POSITIONMarket dataFRESH / 12 msFeed / WSSYNTHETIC / NO LIVE SOCKETRiskOKKill switchCLEAR (DEMO)

Market & quote stack

USDT / BTC / seq 900
Best bid
100,015.8664
Best ask
100,017.0664
Mid
100,016.4664
Microprice
100,016.7651
Fair price
100,027.1213
Reservation price
100,037.3506
Bid quote
100,012
Ask quote
100,062.7
Bid size
27.2971BTC
Ask size
9.1551BTC
Market spread
1.2USDT
Spread
0.12bps

Liquidity & flow

OBI: stock / OFI: events / TFI: trades
OBI
0.4977
OFI / 1s
389.6551base units
TFI 100ms
-1
TFI 1s
0.6003
TFI 5s
0.7204
TFI 30s
0.3291
Momentum
0.8899
Breakout
1
Volatility
2.1006bps
TrendScore
0.8899
OBITrendScore60s / synthetic time

Strategy state

Illustrative hysteresis
TREND_POSITIONLONG0.89
Previous
DIRECTIONAL_MM / LONG
Transition
04:01:18.412 UTC
Directional enter / exit
0.3 / 0.1
Trend enter / exit
0.7 / 0.2

Synthetic TrendScore 0.703 crossed entry / reversal threshold

TREND_POSITION / SHORT
NEUTRAL_MM / FLAT
DIRECTIONAL_MM / LONG
TREND_POSITION / LONG

Target vs actual inventory

synthetic-unified-mm / OKX / BTC
Target q*
0.2305
Actual q
0.06
Inventory error
0.1705
Maximum inventory
0.25
Utilization
24%
Urgency
REBALANCE
Reservation adjustment
10.2293USDT
Quote-time q
0.06
Target q*Actual q60s / synthetic time

Why this quote?

All displacements in USDT / unit
LayerContribution
Mid100,016.4664
OBI1.4933
OFI1.9987
TFI3.6025
Momentum3.5603
Fair price100,027.1213
Inventory adjustment10.2293
Reservation price100,037.3506
Half-spread / Base / synthetic fee allowance20.0033
Half-spread / Volatility5.2523
Quote skew10.2293
Bid / Ask100,012 / 100,062.7

Tick rounding and passive non-crossing constraints applied. Synthetic weights are not calibrated source-strategy alpha.

Risk & execution health

Last observation 04:01:30.012 UTC
Exposure
6,000.988USDT
Drawdown
0.0021%
Inventory limit
0.25BTC
Risk utilization
24%
Disconnects
0
Rejected orders
0
Feed / ack latency
12ms
Reconciliation
SYNTHETIC_CHECKED
Strategy health: SYNTHETIC RUNNINGVenue health: SIMULATEDNo synthetic breaches at this timestamp

PnL & attribution

USDT / synthetic, not performance evidence
Total PnL
0.1196
Gross realized
3.841
Unrealized / inventory
0.679
Fees
4.4004
Maker rebates
0
Spread capture (diagnostic)
3.338
Adverse selection attribution
UNAVAILABLE
Slippage attribution
UNAVAILABLE

Total = gross realized + unrealized - fees + rebates. Spread capture and markouts are overlapping diagnostics, not extra accounting legs.

Orders

Order / venue / symbolSide / intentPriceQty / filledStatusSubmitted / updatedAck msState / scoreq / q*Trace
BTC-USDT-order-900OKX / BTC-USDTBUY / MAKER100,0120.01 / 0WORKING04:01:30.012 UTC / 04:01:30.012 UTC12TREND_POSITION / 0.88990.06 / 0.2305
BTC-USDT-order-880OKX / BTC-USDTBUY / MAKER100,009.40.01 / 0.01FILLED04:01:28.012 UTC / 04:01:28.412 UTC12TREND_POSITION / 0.930.05 / 0.233
BTC-USDT-order-860OKX / BTC-USDTBUY / MAKER100,008.90.01 / 0.01FILLED04:01:26.012 UTC / 04:01:26.412 UTC12TREND_POSITION / 0.93940.04 / 0.2336
BTC-USDT-order-840OKX / BTC-USDTBUY / MAKER100,005.30.01 / 0.01FILLED04:01:24.012 UTC / 04:01:24.412 UTC12TREND_POSITION / 0.91780.03 / 0.2323
BTC-USDT-order-820OKX / BTC-USDTBUY / MAKER100,004.20.01 / 0.01FILLED04:01:22.012 UTC / 04:01:22.412 UTC12TREND_POSITION / 0.8660.02 / 0.2288
BTC-USDT-order-800OKX / BTC-USDTBUY / MAKER100,002.70.01 / 0.01FILLED04:01:20.012 UTC / 04:01:20.412 UTC12TREND_POSITION / 0.78560.01 / 0.2221
BTC-USDT-order-780OKX / BTC-USDTBUY / MAKER100,000.40.01 / 0.01FILLED04:01:18.012 UTC / 04:01:18.412 UTC12DIRECTIONAL_MM / 0.67940 / 0.2101
BTC-USDT-order-760OKX / BTC-USDTBUY / MAKER99,999.40.01 / 0.01FILLED04:01:16.012 UTC / 04:01:16.412 UTC12DIRECTIONAL_MM / 0.5507-0.01 / 0.1895
BTC-USDT-order-740OKX / BTC-USDTBUY / MAKER99,993.80.01 / 0.01FILLED04:01:14.012 UTC / 04:01:14.412 UTC12DIRECTIONAL_MM / 0.4039-0.02 / 0.1553
BTC-USDT-order-720OKX / BTC-USDTBUY / MAKER99,987.10.01 / 0.01FILLED04:01:12.012 UTC / 04:01:12.412 UTC12NEUTRAL_MM / 0.2437-0.03 / 0.1031
BTC-USDT-order-700OKX / BTC-USDTBUY / MAKER99,9820.01 / 0.01FILLED04:01:10.012 UTC / 04:01:10.412 UTC12NEUTRAL_MM / 0.0755-0.04 / 0.0338
BTC-USDT-order-680OKX / BTC-USDTSELL / MAKER100,023.60.01 / 0.01FILLED04:01:08.012 UTC / 04:01:08.412 UTC12NEUTRAL_MM / -0.0951-0.03 / -0.0424

Fills & markout

Forward labels only after observation arrives
Fill / orderSide / liquidityPrice / qtyFee / rebateAck msState / scoreInventory before / afterFill time100ms1s5s30s1min
BTC-USDT-fill-884BTC-USDT-order-880BUY / MAKER100,009.4 / 0.0050.05 / 012TREND_POSITION / 0.92440.055 / 0.0604:01:28.412 UTC5.54896.5276PENDINGPENDINGPENDING
BTC-USDT-fill-882BTC-USDT-order-880BUY / MAKER100,009.4 / 0.0050.05 / 012TREND_POSITION / 0.92740.05 / 0.05504:01:28.212 UTC5.31226.3036PENDINGPENDINGPENDING
BTC-USDT-fill-864BTC-USDT-order-860BUY / MAKER100,008.9 / 0.0050.05 / 012TREND_POSITION / 0.940.045 / 0.0504:01:26.412 UTC3.8054.8111PENDINGPENDINGPENDING
BTC-USDT-fill-862BTC-USDT-order-860BUY / MAKER100,008.9 / 0.0050.05 / 012TREND_POSITION / 0.93990.04 / 0.04504:01:26.212 UTC3.57244.5929PENDINGPENDINGPENDING
BTC-USDT-fill-844BTC-USDT-order-840BUY / MAKER100,005.3 / 0.0050.05 / 012TREND_POSITION / 0.92460.035 / 0.0404:01:24.412 UTC5.15056.155410.6276PENDINGPENDING
BTC-USDT-fill-842BTC-USDT-order-840BUY / MAKER100,005.3 / 0.0050.05 / 012TREND_POSITION / 0.92140.03 / 0.03504:01:24.212 UTC4.93445.945810.4036PENDINGPENDING
BTC-USDT-fill-824BTC-USDT-order-820BUY / MAKER100,004.2 / 0.0050.05 / 012TREND_POSITION / 0.87870.025 / 0.0304:01:22.412 UTC4.06435.03689.5111PENDINGPENDING
BTC-USDT-fill-822BTC-USDT-order-820BUY / MAKER100,004.2 / 0.0050.05 / 012TREND_POSITION / 0.87250.02 / 0.02504:01:22.212 UTC3.86754.83269.2929PENDINGPENDING
BTC-USDT-fill-804BTC-USDT-order-800BUY / MAKER100,002.7 / 0.0050.05 / 012TREND_POSITION / 0.80390.015 / 0.0204:01:20.412 UTC3.52044.42678.7554PENDINGPENDING
BTC-USDT-fill-802BTC-USDT-order-800BUY / MAKER100,002.7 / 0.0050.05 / 012TREND_POSITION / 0.79490.01 / 0.01504:01:20.212 UTC3.33934.22568.5458PENDINGPENDING
100ms markout
5.5489USDT/unit
1s markout
6.5276USDT/unit
5s markout
PENDINGUSDT/unit
30s markout
PENDINGUSDT/unit
1min markout
PENDINGUSDT/unit

Decision record

Synthetic signals -> continuous inventory target -> inventory penalty -> maker quote constraints. Not a source strategy recommendation.
BTC-USDT-decision-900 / 04:01:30.012 UTC / source provenance
{
  "id": "BTC-USDT-decision-900",
  "timestamp": 1789185690012,
  "source": "SYNTHETIC_CONTROL_V1.8_UNCALIBRATED",
  "strategyId": "synthetic-unified-mm",
  "venue": "OKX",
  "symbol": "BTC-USDT",
  "market": {
    "best_bid": 100015.8664497799,
    "best_ask": 100017.06644977992,
    "bid_size": 27.29706182601587,
    "ask_size": 9.155079341253126,
    "mid": 100016.46644977991,
    "spread": 1.2000000000116415,
    "spread_bps": 0.11998024351462,
    "obi": 0.4976931917802606,
    "microprice": 100016.76506569498
  },
  "signals": {
    "ofi": 389.65514347597275,
    "ofi_window_ms": 1000,
    "tfi": {
      "100": -1,
      "1000": 0.6003169272826834,
      "5000": 0.7204330155307381,
      "30000": 0.3291247704251262
    },
    "tfi_notional": {
      "100": -1,
      "1000": 0.600316706105918,
      "5000": 0.720431926554603,
      "30000": 0.32914024585744767
    },
    "momentum": 0.889936709748353,
    "breakout": 1,
    "volatility_bps": 2.1005756803142335,
    "trend_score": 0.889936709748353
  },
  "state": {
    "state": "TREND_POSITION",
    "direction": "LONG",
    "previous": "DIRECTIONAL_MM",
    "previousDirection": "LONG",
    "transitionedAt": 1789185678412,
    "reason": "Synthetic TrendScore 0.703 crossed entry / reversal threshold",
    "thresholds": {
      "directionalEnter": 0.3,
      "directionalExit": 0.1,
      "trendEnter": 0.7,
      "trendExit": 0.2
    }
  },
  "control": {
    "fair_price": 100027.12128233934,
    "reservation_price": 100037.35056184646,
    "target_inventory": 0.23048799178527568,
    "actual_inventory": 0.06,
    "inventory_error": 0.17048799178527568,
    "max_inventory": 0.25,
    "inventory_utilization": 0.24,
    "inventory_adjustment": 10.22927950711654,
    "quote_skew": 10.22927950711654,
    "half_spread": 25.255597216340284,
    "bid_quote": 100012,
    "ask_quote": 100062.70000000001,
    "execution_urgency": "REBALANCE",
    "fair_attribution": [
      {
        "source": "OBI",
        "priceDisplacement": 1.4933254325392293
      },
      {
        "source": "OFI",
        "priceDisplacement": 1.9986794549716658
      },
      {
        "source": "TFI",
        "priceDisplacement": 3.6024946690082076
      },
      {
        "source": "Momentum",
        "priceDisplacement": 3.560333002918947
      }
    ],
    "spread_attribution": [
      {
        "source": "Base / synthetic fee allowance",
        "priceDisplacement": 20.00329328995598
      },
      {
        "source": "Volatility",
        "priceDisplacement": 5.252303926384304
      }
    ]
  },
  "rationale": "Synthetic signals -> continuous inventory target -> inventory penalty -> maker quote constraints. Not a source strategy recommendation."
}
Frozen synthetic L1 / fills / uncalibrated illustrative controlEvidence & research gates
Live execution readiness gates
NO LIVE ORDER PATH

Every live proposal returns `accepted: false`. Credentials and account data are absent from the public build.

Required before a future pilot

Versioned telemetryNOT PROVEN
Independent paper/live parity auditNOT PROVEN
Non-zero tested limitsNOT PROVEN
Expiring Human approvalNOT PROVEN
Kill-switch fault injectionNOT PROVEN
Idempotent venue adapterNOT PROVEN
Reconciliation evidenceNOT PROVEN
Current safe capability

Observe, normalize, compare, explain and recommend with synthetic or explicitly public-safe inputs.