Limit Orders + RPC + Admin order filling

.gitignore

@@ -5,6 +5,11 @@
 !vali_objects/utils/model_parameters/all_model_parameters.json
 !vali_objects/utils/model_parameters/slippage_estimates.json
 
+# Markdown files (ignore temporary ones at root, keep important docs)
+*.md
+!README.md
+!CLAUDE.md
+
 # Byte-compiled / optimized / DLL files
 __pycache__/
 *.py[cod]
@@ -171,6 +176,7 @@ mining/processed_signals/
 validation/miners/
 validation/outputs/
 validation/plagiarism/
+validation/tmp/
 tests/validation/miners/
 tests/validation/plagiarism/
 

data/README_departed_hotkeys.md

@@ -0,0 +1,99 @@
+# Default Departed Hotkeys File
+
+## Overview
+
+The `default_departed_hotkeys.json` file contains a historical record of all hotkeys that have been eliminated from the network and subsequently de-registered from the metagraph. This file serves as a fallback when the runtime `validation/departed_hotkeys.json` file doesn't exist (e.g., on fresh validator deployments).
+
+## Purpose
+
+The departed hotkeys tracking system prevents miners who have been eliminated and de-registered from re-registering to the subnet. When a hotkey appears in both:
+1. The current metagraph (actively registered)
+2. The departed_hotkeys data (previously departed)
+
+The validator will reject all orders from that hotkey with a re-registration error message.
+
+## File Structure
+
+```json
+{
+  "departed_hotkeys": {
+    "5FxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxG": {
+      "detected_ms": 1758835913415
+    },
+    "5GxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxC5": {
+      "detected_ms": 1759363497136
+    }
+  }
+}
+```
+
+Each entry maps a hotkey to metadata containing:
+- `detected_ms`: Timestamp (in milliseconds) when the hotkey was eliminated/departed
+
+## How It Works
+
+1. **Runtime Operation**: The validator tracks departures in `validation/departed_hotkeys.json` during normal operation
+2. **Fallback**: If that file doesn't exist, the system loads `data/default_departed_hotkeys.json` (this file)
+3. **Persistence**: New departures are added to the runtime file automatically
+
+## Regenerating the Default File
+
+To regenerate this file with the complete historical elimination data from the database:
+
+### Prerequisites
+
+1. Database access (config-development.json must be configured)
+2. taoshi-ts packages available in PYTHONPATH
+3. Current working directory must be the repo root
+
+### Steps
+
+```bash
+# Ensure you're in the repo root
+cd /path/to/proprietary-trading-network
+
+# Set up the PYTHONPATH for taoshi-ts modules
+export PYTHONPATH=/path/to/taoshi-ts/taoshi-ts-database-ptn:/path/to/taoshi-ts/taoshi-ts-ptnhs:$PYTHONPATH
+
+# Run the generation script (mainnet)
+python3 generate_default_departed_hotkeys.py --netuid 8 --network finney
+
+# Run the generation script (testnet)
+python3 generate_default_departed_hotkeys.py --netuid 116 --network test
+```
+
+The script will:
+1. Query the current metagraph to get all active hotkeys
+2. Load ALL historical eliminations from the taoshi.ts database
+3. Identify hotkeys that are eliminated but NOT in the current metagraph (departed)
+4. Generate `data/default_departed_hotkeys.json` with the results
+
+### Script Output
+
+The script provides detailed output:
+- Number of current hotkeys in metagraph
+- Total elimination records from database
+- Unique eliminated hotkeys
+- Departed hotkeys identified
+- Time ranges and elimination reasons
+
+### When to Regenerate
+
+Regenerate this file:
+- Before major releases
+- After significant time periods (quarterly/yearly)
+- When deploying to new environments
+- When the elimination tracking system is updated
+
+## Notes
+
+- This file should be committed to the repository
+- The runtime file (`validation/departed_hotkeys.json`) should NOT be committed
+- The system automatically syncs new departures to the runtime file
+- Old departures remain in the departed hotkeys list permanently (no automatic cleanup)
+
+## See Also
+
+- `generate_default_departed_hotkeys.py` - Script to regenerate this file
+- `vali_objects/utils/elimination_manager.py` - Departed hotkeys tracking implementation
+- `tests/vali_tests/test_reregistration.py` - Tests for re-registration prevention

data_generator/base_data_service.py

@@ -13,7 +13,7 @@
 from tiingo import TiingoWebsocketClient
 
 from time_util.time_util import TimeUtil, UnifiedMarketCalendar
-from vali_objects.vali_config import TradePair, TradePairCategory
+from vali_objects.vali_config import TradePair, TradePairCategory, ValiConfig
 from vali_objects.vali_dataclasses.recent_event_tracker import RecentEventTracker
 from vali_objects.vali_dataclasses.price_source import PriceSource
 
@@ -77,7 +77,8 @@ def __init__(self, provider_name, ipc_manager=None):
         self.last_restart_time = {}
         self.tpc_to_last_event_time = {t: 0 for t in self.enabled_websocket_categories}
 
-        self.UNSUPPORTED_TRADE_PAIRS = (TradePair.SPX, TradePair.DJI, TradePair.NDX, TradePair.VIX, TradePair.FTSE, TradePair.GDAXI, TradePair.TAOUSD)
+        # Reference ValiConfig constant for backward compatibility
+        self.UNSUPPORTED_TRADE_PAIRS = ValiConfig.UNSUPPORTED_TRADE_PAIRS
 
         for trade_pair in TradePair:
             assert trade_pair.trade_pair_category in self.trade_pair_category_to_longest_allowed_lag_s, \

data_generator/polygon_data_service.py

@@ -809,12 +809,12 @@ def _get_filtered_forex_second_data():
             elif timespan == 'minute':
                 ans = _get_filtered_forex_minute_data()
             elif timespan == 'day':
-                return _fetch_raw_polygon_aggs()
+                return list(_fetch_raw_polygon_aggs())
             else:
                 raise Exception(f'Invalid timespan {timespan}')
             return ans
         else:
-            return _fetch_raw_polygon_aggs()
+            return list(_fetch_raw_polygon_aggs())
 
     def get_candles_for_trade_pair(
         self,