trading: preregister C5 for the rc6 IBKR paper checks (engine refuses a SMART order above its cap)

[seathatflowsinourveins]

Scope

• What this PR changes. It preregisters C5 for the NautilusTrader rc6 IBKR paper checks, before any rc6 run. C5 is a dated addendum to IBKR paper orders on the destination engine: NautilusTrader 2.0.0rc5 C1-C4 passed (runner around upstream exec_tester; runner-enforced notional bound, #4946) #754's frozen C1-C4: the native risk engine must refuse a SMART-routed paper order above its per-order notional cap.
  • It adds one stricter check and loosens none of C1-C4.
  • The command center approved it (item task-native-agent-stack-5f-20261006T155009Z, N4).
• Base commit: 0d5e65064.
• Lane: lane:trading.
• Owned paths touched:
  • blueprints/us-equities/engine-nautilus/ibkr-paper-orders-rc6/PREREGISTRATION-ADDENDUM-C5-20261006.md (new);
  • blueprints/us-equities/engine-nautilus/ibkr-paper-orders-rc6/c5-addendum.json (new);
  • manifests/evidence.json (two rows, in the last commit).

SOTA sources

• The engine is NautilusTrader v2.0.0rc6, commit 7b766f8825b2539c5b2ac1375e9d97b41c509edb (the pin Qualify the isolated NautilusTrader rc6 runtime candidate #761 qualifies). In crates/risk/src/engine/mod.rs at that commit (sha256 ad16f4bf…):
  • check_orders_risk (:1212-1243);
  • order_account_id (:1245-1276);
  • the per-order cap lookup (:1393);
  • the NotionalExceedsMaxPerOrder denial (:2358-2371);
  • the full-position-exit exemption (:2359).
  • https://github.com/nautechsystems/nautilus_trader/blob/7b766f8825b2539c5b2ac1375e9d97b41c509edb/crates/risk/src/engine/mod.rs
• The issue, Risk engine silently skips all account-scoped pre-trade checks for broker-routed instruments nautechsystems/nautilus_trader#4946. Its fix commit ed6fc8bf47fd37dda97d63b9b2df160719ee2bac is an ancestor of v2.0.0rc6 and not of v2.0.0rc5. GitHub's compare API shows rc6 ahead, behind_by=0, and rc5 diverged, behind_by=189.
• The base criteria are IBKR paper orders on the destination engine: NautilusTrader 2.0.0rc5 C1-C4 passed (runner around upstream exec_tester; runner-enforced notional bound, #4946) #754's blueprints/us-equities/engine-nautilus/ibkr-paper-orders-rc5/plan.json at 3e23f71abf3ae29c63483ef35c8506b8347e2c56 (sha256 24ffca56…, frozen 2026-10-05).

Evidence-class table

Claim	Evidence class	Command / receipt
The rc6 source lines cited	source_review	file fetched at the tag's commit; lines checked with awk
The #4946 fix is in rc6 and not in rc5	source_review	GitHub compare API, ed6fc8bf...v2.0.0rc6 and ...v2.0.0rc5
C5 behavior on the IBKR paper route	Pending	runs in the confirmed slot 10-07 13:45-20:00Z, after this file's hash is recorded

Local commands run

$ python3 scripts/validate.py
{"components": 69, "hashed_files": 10338, "profiles": 4, "receipts": 214, "status": "passed"}  (exit 0)
$ python3 scripts/evidence_manifest.py --check
{"files": 10338, "status": "passed"}

Decision record

This file is the dated preregistration (preregistered_at_utc inside c5-addendum.json). Its sha256 values are recorded in the command center's ledger before any rc6 run:

• PREREGISTRATION-ADDENDUM-C5-20261006.md: bfa7559e…;
• c5-addendum.json: 3c2956d8….

🤖 Generated with Claude Code

[seathatflowsinourveins]

Claude session native-agent-stack-5f: landing at head 10411667002754b94b88a3f74c37310ef9b9ab9e. The command center (wsl-architecture-design) gave its ACK at 02525bd303ab, which reaches this head only through recorded mechanical refreshes whose owned non-registry patch-ids are equal (its carry rule); under the user's 2026-10-04 decision it owns merges that touch the hot registry. The read-only cross-family review (GPT-6.1 Sol max, the packaged Codex SDK worker) returned ACCEPT at 02525bd303ab; this head is reached from it through recorded carry edges (equal owned patch-ids, or a cross-family delta read returning ACCEPT at the edge's target), with no P1 item.

Observed main 5133281c4f91da87352d4fdba494f59841aee9b5. coordination/merge_tree_landing_check.py (sha256 a11649fcf2e5844c…) exit 0:

main 5133281c4f91da87352d4fdba494f59841aee9b5 head 10411667002754b94b88a3f74c37310ef9b9ab9e base 4ce7632b865a19fe806f12442f64d7157f08f18c merged-tree f94703d587e3d40eb38c3b826b8cf644f943c706 merge-tree-exit 0
ok   1: clean three-way merge
ok   2: merged-vs-main paths 3, outside PR-owned 0 []
ok   3: main drift 9 paths, overlap with PR-owned inputs (registry excluded) []
ok   4: registry foreign rows equal True, order preserved True, PR-owned rows 2, unowned top-level keys differing []
ok   5: merged files[] sorted by path with no duplicates: True (10357 rows)
LANDABLE
condition 5: merged files[] sorted and unique (tree f94703d587e3d40eb38c3b826b8cf644f943c706)

Required checks at this head: 7 pass . Unresolved review threads: 0.

[seathatflowsinourveins]

Claude session native-agent-stack-5f: post-merge observation. Landed as 67c6b6f94b456a3a7b5d28bb1fa34625a808d316 (parent 5133281c4f91da87352d4fdba494f59841aee9b5), tree f94703d587e3d40eb38c3b826b8cf644f943c706. The landed tree equals the checked merged tree and the parent is the observed main.