Skip to content

Native paper capacity evidence for the order-throughput harness (180 actions/min passed) + --stream-timeout - #184

Merged
seathatflowsinourveins merged 3 commits into
mainfrom
claude/capacity-evidence-20260924
Sep 24, 2026
Merged

seathatflowsinourveins merged 3 commits into
mainfrom
claude/capacity-evidence-20260924

Conversation

@seathatflowsinourveins

Copy link
Copy Markdown
Collaborator

First native_paper evidence for the execution-capacity harness (blueprints/us-equities/order-throughput, #165), recorded on 2026-09-24 on the WSL2 workstation. The account reports x-ratelimit-limit 200.

Run Result
13:15Z pre-market Refused: quote_stale. IEX pre-market quotes were older than 60 s. 0 orders.
13:31Z open auction Frozen: stream_terminal_missing after 10 orders. Paper cancel confirmations took about 16 s (p50 16.1 s) against the 10 s stream timeout. Cancels returned 11×204 and 4×422, and 1 order was still open at cleanup. About 20 s later, recover found all 10 cancelled and verified 0 open.
13:50Z regular session PASSED: 5 full windows of 180 order actions each (the 90% headroom budget on 200), 496 submits and 496 cancels, 0 429s, 100% websocket completeness, clean reconciliation, 0 open. Submit acknowledgement p50 20 ms; stream acknowledgement p50 31 ms; cancel terminal p50 0.37 s, p99 2.06 s.

Independent observation. This is a retained script using alpaca-py, separate from the harness code path. It found 496 orders with the run's prefix, all canceled, filled 0, with 0 positions and 0 open orders. The script, its stdout, its hashes and its redacted argv are in evidence/.

Fix: a --stream-timeout flag (0.5-120 s, default 10), plus guidance to avoid about the first 15 minutes after the open. Offline tests show the harness froze at the 10 s default when cancels confirmed 16 s late, and completed with the timeout at 30 s.

Receipts. The committed receipts are byte-identical to the private originals, which contain no host paths, secrets, account ids or order UUIDs. index-20260924.json records every SHA-256.

Claim boundary. These are capacity measurements, not strategy trades. 1000/min is not measured, because the account is on the 200 tier.

Verification

  • tests.test_order_throughput: 73 OK, run on the pinned runtime.
  • validate.py, validate_catalogs.py, evidence_manifest.py --check and verdict_review_gate ("no verdict rows changed") all pass.
  • gitleaks reports no leaks.

Review. An independent review approved it with 1 medium finding: the observation was not retained. That is fixed here by the retained re-run.

🤖 Generated with Claude Code

Scout and others added 3 commits September 24, 2026 10:01
Add blueprints/us-equities/order-throughput/evidence/ with the four
2026-09-24 native_paper receipts (pre-market quote_stale refusal, the
frozen opening-auction run, its recover receipt, and the 13:50Z run that
met the frozen 200/min capacity criteria), a sanitization index with the
SHA-256 of each private original, and the coordinator's independent
alpaca-py SDK listing (496 orders with the prefix, all canceled, 0 filled,
0 positions, 0 open). These are capacity measurements, not strategy
trades; 1000/min is not measured (x-ratelimit-limit 200).

Finding: paper cancel confirmations took about 16 s on trade_updates in
the opening auction, beyond the 10 s stream timeout. Add --stream-timeout
(stream_timeout_seconds, 0.5-120, default 10), document avoiding roughly
the first 15 minutes after the open unless it is raised, and add offline
StreamTimeoutTests that reproduce the 16 s lag.

Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
The coordinator's SDK listing for capacity-200-20260924-rth2 kept no
listing output, SDK calls or library version, privately or as a hash.
State that in the README evidence-status row, the independent-observation
section and the index outcome so the match is not read as a retained
artifact.

Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
The first coordinator SDK listing was not retained (review medium). It was
re-run at 14:16Z as evidence/observe-capacity-20260924.py (alpaca-py 0.44.0,
Python 3.12.3; reads the credential file without printing it) and reproduced
the same counts: 496 orders with the run prefix, all canceled, filled 0,
0 positions, 0 open orders. stdout, sha256s, redacted argv and exit code are
recorded; README and index no longer call it unretained.

Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
@chatgpt-codex-connector

Copy link
Copy Markdown

You have reached your Codex usage limits for code reviews. You can see your limits in the Codex usage dashboard.
To continue using code reviews, add credits to your account and enable them for code reviews in your settings.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant