IBKR paper orders through NautilusTrader 1.231.0's IB engine, with an after-hours plan by seathatflowsinourveins · Pull Request #147 · seathatflowsinourveins/native-agent-stack

seathatflowsinourveins · 2026-09-23T22:55:39Z

What

A bounded paper-order harness (blueprints/us-equities/engine-nautilus/ibkr-paper-orders/) that runs four predeclared cases (accept resting, cancel resting, marketable buy fill, flatten) for 1 SPY share through NautilusTrader 1.231.0's Python IB adapter on a paper IB Gateway (port 4002, DU account). The 2.0.0rc5 destination still blocks stock orders (nautilus_trader#4983).
Receipt of the 2026-09-23 regular-session run: passed, flat at the end. The earlier refusal caused by the Read-Only API setting is retained too. The ibkr-local-acceptance gate stays not_established.
plan-post.json (revision 4, frozen before its first run): identical bounds and cases, with the session set to 16:00-20:00 ET. Every order carries IBOrderTags(outsideRth=True), and today's window comes from the contract's tradingHours. Only the two predeclared plans can be selected.

Checks

tests/test_ibkr_paper_orders.py: 73 OK under the pinned 1.231.0 environment. This includes a backtest in which every order is tagged outsideRth under the after-hours plan and untagged under the regular plan.
python3 scripts/validate.py passed; guarded gitleaks on origin/main..HEAD found no leaks.
Rebased onto main (includes verdict-review-gate).

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chatgpt-codex-connector · 2026-09-23T23:10:08Z

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Review	Status	Commit	Review trigger
📝 Code Review	✅ Completed 2026-09-23T23:10:06.545121Z	`c5468df`	PR opened

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… adapter (not yet run) Steps 2-3 subset of engine-nautilus/acceptance-plan.md section 5 on the paper IB Gateway through NautilusTrader's own IB execution engine. The pinned 2.0.0rc5 Rust adapter denies stock orders locally (nautilus_trader#4983); 1.231.0 is the newest stable and still ships the Python adapter on the official ibapi. Frozen plan (revision 3): SPY only, 1 share, at most 6 orders, 1000 USD notional cap, RTH with a 10-minute close buffer and contract liquid hours (fail closed), paper port plus a single DU account checked read-only immediately before, cases C1 resting buy at half the bid, C2 cancel, C3 marketable buy, C4 flatten, a provisional cleanup_required receipt before the node, an independent official- ibapi flat proof on every exit path, bounded re-cancels and flatten retries. Built and reviewed through two independent rounds (order-safety and API lenses, then a pre-live safety pass); every finding fixed, with offline tests that fail without each fix (65 tests; simulated-venue flows under 1.231.0 are synthetic, not IBKR evidence). Known minor signal-handling residuals are in the README. Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

…0's IB engine (gate unchanged) 13:53 ET on the paper IB Gateway 10.50.1e from a read-only copy of c23525e: passed in 11.5 s. C1 resting SPY buy accepted, C2 canceled, C3 marketable buy filled 768.56, C4 flatten filled 768.50; net -2.08 USD after 2.02 USD commissions; 3 of 6 orders; independent official-ibapi flat proof 0 positions and 0 open orders; receipt holds no account ids or balances. An earlier run refused while the Gateway API was Read-Only (IB 321), before any order. ibkr-local-acceptance stays not_established: reconnect with an open order, restart reconciliation and the step-4 kill switch are not run yet, and 1.231.0 is not the pinned 2.0.0rc5 destination (nautilus_trader#4983). Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

…utsideRth) - plan-post.json (revision 4): revision 3 with only the session changed to 16:00-20:00 America/New_York, outside_rth true, contract tradingHours. - validate_plan accepts exactly the regular (09:30-16:00, no outsideRth, liquidHours) or after-hours (16:00-20:00, outsideRth, tradingHours) session. - Every order builder passes IBOrderTags(outsideRth=True) under the after-hours plan and no tags otherwise; the data client's use_regular_trading_hours follows the plan. - run --plan chooses between the two predeclared plans only; the receipt records the plan's sha256 and the contract-hours field used. - Tests: plan equivalence and refusals, trading-hours window and refusal, predeclared plan choice, builder source check, and a 1.231.0 backtest showing every order tagged outsideRth under the after-hours plan and untagged under the regular plan. 73 OK. Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

…lete on the flatten step timeout) evidence/receipt-20260923-post-incomplete.json from a frozen copy of c5468df (sums in evidence/frozen-c5468df1.SHA256SUMS; 7 files match git archive). 18:58 ET, plan-post.json: C1 resting buy accepted outside RTH, C2 cancelled, C3 marketable buy filled 768.01, C4 flatten timed out at 45 s, cleanup filled 767.96; realized -2.07 USD with commission; flat proof passed; no IB 399/2109 warnings; no account id in receipt or log. ibkr-local-acceptance note appended, status unchanged (user decision). Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

…nmeasured; record the plan-note time erratum Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

…le run state, notional cap, commission gate, retained bytes - refused_unpinned_runtime (exit 3) before any connection unless NautilusTrader and ibapi are exactly the plan's engine versions; versions_fn injectable for tests. - The provisional cleanup_required receipt carries ctx.summary() and is rewritten on every case change, order, event and fill (RunContext.on_change), so a kill mid-run leaves the orders and fills on disk; cleared before the final receipt. - OrderBudget enforces max_notional_per_order_usd on every reservation, including the C4 flatten and cleanup sells; a reservation without a price is refused. - A missing or adapter-zero commission sets roundtrip.commission_unresolved and blocks passed. - evidence/harness/ retains the exact run.py and plan bytes behind all three receipts (named by sha256 prefix); a test resolves every receipt's harness_sha256 and plan_sha256. - Backtest tests give the simulated venue a fixed 1 USD fee so the passed path stays covered. Tests: 78 OK under nautilus_trader 1.231.0; 78 (13 skipped) under system python3. validate.py passed. Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

…tence; name a cleanup notional refusal Independent review follow-ups (none blocking): start_cleanup, each cancel request, _finish and the end of the node phase now call ctx.changed(); changed() catches any exception; a notional refusal during cleanup finishes as cleanup_notional_refused; README states that zero-commission plans cannot pass and that the atomic writes have no fsync. New test covers the cleanup-start write, the no-op on an already-ended case, and a failing writer. Tests: 79 OK under 1.231.0; 79 (13 skipped) under system python3. validate.py passed. Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

…ain (after #149) Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

…acceptance gate unchanged) Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

…h merged evidence (#170) Records only, no gate status change: runtime-target IBKR cites the passed 1.231.0 paper receipt (#147) while rc5 local acceptance stays not_established (blocker nautilus#4983); dashboard checkpoint cites the 32-layer sweep (#153) and the #162 mover research result. Independently reviewed. Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

Peer-path correction acknowledged by the CC as #984's owner in correction #147 (2026-10-10T21:40Z). Git 2.53.0's default pathspec '*' can match directory separators; ':(glob)' uses FNM_PATHNAME, so its wildcard cannot cross '/'. Primary source: git/git v2.53.0, Documentation/glossary-content.adoc, the pathspec and glob sections. Reader references at merged main a7c15bd: tools/local-pages/architecture_sources.py:375 and tools/local-pages/architecture_builder.py:241 both use top-level Path.glob('*.json'). The test now uses the equivalent supported Git pathspec, ':(glob)catalogs/landscape/*.json'. Regression evidence: the exact native inventory method from merged main a7c15bd, compiled in memory with its policy and committed catalog inputs, fails one test before on the nested gap-closeouts/schema.json and passes one test after changing only the pathspec literal; zero errors in either probe. The complete requested architecture, closeout and workflow modules then pass 170 tests with one existing skip. Integrate the already-landed #984 baseline through this one forward merge on d965908, because the peer test did not exist in its earlier base. Relative to Git's clean automatic integration, authored changes are only the single inventory line and its files[] registration.

Peer-path correction acknowledged by the CC as #984's owner in correction #147 (2026-10-10T21:40Z). This commit carries, as its own linear commit on main eb31d23, the fold that a08b616 authored inside its forward merge of d965908 and a7c15bd: the single inventory line and its files[] registration, re-registered through host_receipts.register_file and evidence_manifest.py --write. Git 2.53.0's default pathspec '*' can match directory separators; ':(glob)' uses FNM_PATHNAME, so its wildcard cannot cross '/'. Primary source: git/git v2.53.0, Documentation/glossary-content.adoc, the pathspec and glob sections, re-read from the installed Git 2.53.0 gitglossary(7). Reader references, unchanged from a7c15bd to main eb31d23: tools/local-pages/architecture_sources.py:375 and tools/local-pages/architecture_builder.py:241 both use top-level Path.glob('*.json'). The test now uses the equivalent supported Git pathspec, ':(glob)catalogs/landscape/*.json'. Regression evidence carried from a08b616, measured at main a7c15bd: the exact native inventory method from merged main, compiled in memory with its policy and committed catalog inputs, fails one test before on the nested gap-closeouts/schema.json and passes one test after changing only the pathspec literal; zero errors in either probe. Re-measured on this linear branch at parent e1c6df7 (2026-10-11T00:08Z): git ls-files lists 22 paths for 'catalogs/landscape/*.json', including catalogs/landscape/gap-closeouts/schema.json, and 21 top-level paths for ':(glob)catalogs/landscape/*.json'. tests.test_local_pages_architecture_landscape_exclusions ran 7 tests with 1 failure on that nested schema.json before this change, and 7 tests OK after it. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

* Add the shared evidence-bound gap closeout loader Validate dated layer closeouts through the pinned jsonschema 4.26.0 Draft 2020-12 API. Bind original crosswalk identity, registered evidence, supported vendor sources and two passing GPT/Claude reports at the same head. Preserve proposed/residual/blocked gaps and all current-main counts. Retain the required failing-before controls, receipt/files compatibility correction and final native fixture evidence. Make the existing validator pin available through hash-pinned CI requirements. Sources: python-jsonschema/jsonschema v4.26.0 at a7277432b0f7bcd0551f6e589d30457017125df4, validators.py:307,348,812; native-agent-stack main 9d4c00c, catalog_decisions.py:57,85 and host_receipts.py:710. Validation: 84 touched-module/inventory tests, zero skips; unchanged native matrix check and final registered-tree FULL validation passed. * Refresh the bounded advisory inventory for closeout reads Account for the shared loader's eight additional input-read locations and one measured dynamic shape in the existing repository workflow test. Retain the historical inventory and every other script, shape, coverage and enforcement expectation; no loader, schema or worker-policy change. Source: native-agent-stack main 9d4c00c, blueprints/runtime-workers/openhands/resolver/gate_reads.py:913-930. Validation: the original assertion fails before correction; the touched module passes 125 tests with one existing optional PyYAML skip using the hash-pinned CI environment. Final registered-tree FULL validation passes. * Normalize the retained advisory log endings Remove the final empty line in each native advisory test log to satisfy the repository whitespace contract. Refresh the explicit file bindings and retain the prior hashes. Test assertions and results are preserved. Validation: final registered-tree FULL validate passed after normalization; the cached whitespace gate must pass before this forward commit. * Correct the shared closeout registry and review-credit contract Use files[] as the hash authority and model real metadata-only receipt rows in the fixtures. Keep unreviewed residual/blocked records proposed without changing counts or prior credit. Pin each missing closeout guard. Use the existing missing-library SkipTest convention and install the hash-locked schema validator before freshness discovery. Document the Python 3.10 dependency floor and correct the upstream/native citations. Regenerate the worker advisory snapshot through the native derivation and remove hard-coded increments. Retain the prior snapshot and fail-before measurements. Source: main 03a986e, validate.py:665-666 and the native worker GateReads derivation; jsonschema 4.26.0/a7277432b0f7bcd0551f6e589d30457017125df4. Validation: required/schema-enabled modules 552 tests, 2 existing skips; freshness-related modules 261 tests with the stale-registration case rechecked after supported refresh; final FULL validation passed. * Preserve the pinned freshness calendar install step * Match architecture inventory to top-level native readers Peer-path correction acknowledged by the CC as #984's owner in correction #147 (2026-10-10T21:40Z). This commit carries, as its own linear commit on main eb31d23, the fold that a08b616 authored inside its forward merge of d965908 and a7c15bd: the single inventory line and its files[] registration, re-registered through host_receipts.register_file and evidence_manifest.py --write. Git 2.53.0's default pathspec '*' can match directory separators; ':(glob)' uses FNM_PATHNAME, so its wildcard cannot cross '/'. Primary source: git/git v2.53.0, Documentation/glossary-content.adoc, the pathspec and glob sections, re-read from the installed Git 2.53.0 gitglossary(7). Reader references, unchanged from a7c15bd to main eb31d23: tools/local-pages/architecture_sources.py:375 and tools/local-pages/architecture_builder.py:241 both use top-level Path.glob('*.json'). The test now uses the equivalent supported Git pathspec, ':(glob)catalogs/landscape/*.json'. Regression evidence carried from a08b616, measured at main a7c15bd: the exact native inventory method from merged main, compiled in memory with its policy and committed catalog inputs, fails one test before on the nested gap-closeouts/schema.json and passes one test after changing only the pathspec literal; zero errors in either probe. Re-measured on this linear branch at parent e1c6df7 (2026-10-11T00:08Z): git ls-files lists 22 paths for 'catalogs/landscape/*.json', including catalogs/landscape/gap-closeouts/schema.json, and 21 top-level paths for ':(glob)catalogs/landscape/*.json'. tests.test_local_pages_architecture_landscape_exclusions ran 7 tests with 1 failure on that nested schema.json before this change, and 7 tests OK after it. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> * Refuse conflicting receipt mirrors and unsupported validators Fix the two P2s from the FIRST GPT read of ad2e1b1. files[] alone supplies evidence bindings; optional receipt sha256/bytes mirrors must agree with those bindings. Metadata-only rows remain valid. Nonempty closeouts require installed jsonschema exactly 4.26.0 before schema or document loading, with an actionable hash-pinned installation command. The no-record path does not inspect package metadata. Use CPython v3.13.16 Lib/importlib/metadata/__init__.py:980 (version) and :49 (PackageNotFoundError), and python-jsonschema/jsonschema a7277432b0f7bcd0551f6e589d30457017125df4 jsonschema/__init__.py:27. Both fetched primary source files match the installed bytes; retain source hashes and the supported metadata API citation in the correction receipt and decision record. No replacement validator is introduced. The seven focused controls fail against the unchanged reviewed loader: six assertion failures, zero errors, while equal mirrors, descriptive receipts and the no-record behavior pass. All seven pass after the fix. Actual Python 3.14.4/jsonschema 4.19.2 accepts the fixture before the fix and refuses it afterward without returning a document. Actual missing- package refusal and no-record compatibility controls also pass. Keep the receipt key named receipt_path, distinct from the existing filesystem iterator named path. The unchanged native worker assertion caught four advisory locations on the unpublished preparation candidate; the native alias control restores 330/98 with identical per-script counts and shape multiplicities. Preserve that failure and the candidate-only control; the final committed head is checked before the first push. Required modules: 174 tests OK, zero skips (26 closeouts, 64 matrix, 84 validator). FULL validate: 70 components, 11466 hashed files, 4 profiles, 239 receipts, exit 0. Matrix --check: 32 rows, exit 0. The worker snapshot remains SHA-256 8752740817bb41c1a582e33fa475e4ce4064f2ccfecadb706bce40ecb4512157, 330 locations and 98 shapes; frozen crosswalk and generated reports remain unchanged. Preserve historical traces and refresh their source locator and file registrations through the native registry function. One forward commit on ad2e1b1. The GPT micro and the CC's disposition of its prior Claude PASS remain required at this new loader head. --------- Co-authored-by: Claude Opus 5.5 <noreply@anthropic.com>

chatgpt-codex-connector Bot reviewed Sep 23, 2026

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seathatflowsinourveins mentioned this pull request Sep 23, 2026

Grand catalog finalization (2026-09-23): live board #140

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seathatflowsinourveins and others added 8 commits September 23, 2026 19:44

Mark the after-hours C4 cause and the non-committed observations as u…

3e57c50

…nmeasured; record the plan-note time erratum Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

Refresh this branch's evidence-manifest entries after rebasing onto m…

37d7330

…ain (after #149) Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

seathatflowsinourveins force-pushed the claude/ibkr-paper-orders-20260923 branch from 4a31d1f to 37d7330 Compare September 23, 2026 23:44

Show the IBKR paper-order evidence on the grand dashboard (gate row; …

47b62c0

…acceptance gate unchanged) Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

seathatflowsinourveins merged commit a23ea55 into main Sep 24, 2026
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seathatflowsinourveins deleted the claude/ibkr-paper-orders-20260923 branch September 24, 2026 00:05

seathatflowsinourveins mentioned this pull request Sep 24, 2026

Sync runtime-target IBKR entry and the grand-dashboard checkpoint with merged evidence (records only) #170

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seathatflowsinourveins mentioned this pull request Oct 10, 2026

Add the shared evidence-bound gap closeout loader #982

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IBKR paper orders through NautilusTrader 1.231.0's IB engine, with an after-hours plan - #147

IBKR paper orders through NautilusTrader 1.231.0's IB engine, with an after-hours plan#147
seathatflowsinourveins merged 9 commits into
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