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feat: publish liq_ prices and exposure and refresh the inventory every 60 s [RAI-3088] - #1680

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rai-2998-liq-metrics-chainsfrom
rai-2998-liq-metrics-prices
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rai-2998-liq-metrics-chainsfrom
rai-2998-liq-metrics-prices

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@JuaniRios JuaniRios commented Oct 8, 2026 •

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Part of RAI-3088.

Publishes liq_position_last_price_usd and liq_equity_exposure_usd, and adds the 60 s refresh task. Item 2 of the RAI-2998 stack, part 3 of 3.

Live effect: the bot's /metrics gains price and exposure series for each symbol with a position, and the inventory series are republished every 60 s · Risk: low (read-only loads every 60 s under a supervisor that never stops trading) · Ships: on the next bot release

Why

The board's exposure column and prices come from the exporter today. The task also covers quiet periods where no inventory write happens.

Decisions

  • Price is the live, unexpired wrapped-token price from the pricing feed. Positions and prices join on the stripped symbol label, like the exporter. A price with no position, or a position with no live price, gives no series.
  • Positions come from a new loader that returns an error instead of a shorter list. On an error or a 30 s timeout, the last prices stay and their freshness timestamp stops.
  • The 60 s republish reads under a read lock at the last write's number, so a write that lands meanwhile wins. Nothing is republished before boot restores the inventory.
  • One non-escalating "auxiliary" supervisor now runs both the dashboard price feed and this task, instead of a second supervisor. Same restart behaviour and fewer shutdown paths to wire.
  • Prices live in prices.rs, not inventory.rs.

Proof

  • clippy, fmt and pre-commit clean; full st0x-hedge suite passed (4756); prices match the exporter goldens.
  • Tests cover the loader on a real database, a failed load keeping the last prices, the first tick, and nothing published before the start.
  • Reviewed in the item-2 review loop (see feat: publish the liq_ inventory series on every inventory write [RAI-3086] #1678).
  • Not verified: staging values against the exporter. That needs a release.

Merge conditions

None new beyond the stack below.

@linear-code

linear-code Bot commented Oct 8, 2026 •

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RAI-2998

RAI-3059

RAI-3088

JuaniRios commented Oct 8, 2026 •

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@coderabbitai full review

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@rain-marvin review

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🔎 Reviewing 924075b, started by @JuaniRios. The review will appear here when it's done.

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✅ Action performed

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Review in Change Stack →

Walkthrough

A supervised task now republishes inventory metrics every 60 seconds and publishes per-symbol live position price and equity exposure metrics. Price metrics require both a position and an unexpired price, and remain unchanged when position loading fails or times out. The session auxiliary supervisor always runs this refresh task and optionally runs the dashboard equity-price task. The observability catalog and parity comparison include the new metrics.

Priority: ➖ Normal

Merge Risk: 🔵 Low · up to 6cedb

After a session reload, stale liquidity metrics may briefly be exposed as current; await auxiliary shutdown before merging.

Pre-merge checks | Passed 4 | Failed 1

❌ Failed checks (1 warning)

Check name Status Explanation Resolution
Docstring Coverage Warning Docstring coverage is 63.16% which is insufficient. The required threshold is 80.00%. Docstring coverage is scoped to functions touched by this diff. Analyzed 57 functions across 8 files. (1 skipped: … Write docstrings for the functions missing them to satisfy the coverage threshold.
✅ Passed checks (4 passed)
Check name Status Explanation
Title check Passed The title clearly summarizes the two main changes: publishing liquidity prices and exposure, and refreshing inventory every 60 seconds.
Description check Passed The description directly explains the new metrics, refresh task, behavior on load failures, supervision changes, testing, and deployment impact.
Linked Issues check Passed Check skipped because no linked issues were found for this pull request.
Out of Scope Changes check Passed Check skipped because no linked issues were found for this pull request.

Full details: Docstring Coverage

Explanation

Docstring coverage is 63.16% which is insufficient. The required threshold is 80.00%. Docstring coverage is scoped to functions touched by this diff. Analyzed 57 functions across 8 files. (1 skipped: 1 unsupported.)



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This PR adds two new /metrics series per held symbol, liq_position_last_price_usd and liq_equity_exposure_usd, built from the live wrapped-token price and the net position, and adds a 60 s task that refreshes them and republishes the inventory series during quiet periods. The dashboard price feed and the new task now share one non-escalating auxiliary supervisor, so a metrics failure cannot stop trading.

Overall read: sound. The republish reads under the view read lock at the current generation, so a concurrent write always wins and nothing is published before boot restores the inventory. The new position loader fails as a whole instead of returning a shorter list, so a bad load keeps the last prices rather than dropping exposure series. The supervisor rewiring keeps the same shutdown paths. Parity with the exporter (wrapped-token price, prefix-stripped join) is intentional and matches the goldens. One spec nit only.

Panel note: the Cursor models were out of usage and flash was logged out, and the Claude panel lanes were moved to substitutes because the Claude plan quota was nearly exhausted. The specialist and general lanes therefore ran on sol 6.1, plus a separate host pass by Claude Opus 5.5 over the generation ordering, supervisor wiring and loader. The hygiene lane (tests, typing, comments) timed out.

claude-opus-5-5 · high · 19 min

Comment thread SPEC.md
@JuaniRios JuaniRios changed the title [RAI-2998] Publish liq_ prices and exposure and refresh the inventory every 60 s feat: publish liq_ prices and exposure and refresh the inventory every 60 s [RAI-3088] Oct 9, 2026
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⏳ Queued behind 10 other jobs, @JuaniRios. I'll post here when I start.

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🔎 Verifying that my findings from db1cba3 are addressed at 6cedbff, started by @JuaniRios. The review will appear here when it's done.

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Caution

Some comments are outside the diff and can’t be posted inline due to GitHub limitations.

⚠️ Outside diff range comments (1)

🟡 Minor · Await auxiliary supervisor completion before returning from session shutdown. · lib.rs:933-951

src/lib.rs:933-951
🗄️ Data Integrity & Integration | 🟡 Minor | ⚡ Quick win

Await auxiliary supervisor completion before returning from session shutdown.

shutdown_auxiliary_supervisor only sends a shutdown request. The coordinated shutdown paths do not wait for liq-state-refresh to finish. If another run_server_bot_session invocation starts after that return, the old task can write its retained inventory and prices to process-wide LIQ_FAMILIES. This can replace the new session's Prices family with stale values and a new freshness timestamp.

Await auxiliary_supervisor.wait() in both coordinated shutdown branches before they return.

Suggested fix
     shutdown_auxiliary_supervisor(&auxiliary_supervisor);
 
-    match trigger {
+    let shutdown_result = match trigger {
         ShutdownTrigger::Signal => {
             drain_for_shutdown_signal(
                 &server_supervisor,
@@
             check_bot_result(result)
         }
-    }
+    };
+    auxiliary_supervisor.wait().await?;
+    shutdown_result
 }
             StartupOutcome::ShutdownSignal => {
                 shutdown_auxiliary_supervisor(&auxiliary_supervisor);
-                drain_for_shutdown_signal(
+                let shutdown_result = drain_for_shutdown_signal(
                     &server_supervisor,
                     bot_task,
                     &detached_tasks,
@@
                     GRACEFUL_SHUTDOWN_TIMEOUT,
                 )
-                .await
+                .await;
+                auxiliary_supervisor.wait().await?;
+                shutdown_result
             }
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Review comment at @src/lib.rs around lines 933 - 951:
Update both coordinated shutdown branches to await `auxiliary_supervisor.wait()`
before returning. In the `run_server_bot_session` paths, preserve each branch’s
existing shutdown result, await auxiliary completion after draining or checking
the bot result, and then return that result.

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Outside diff comments:
Review comments at @src/lib.rs:
- Around line 933-951: Update both coordinated shutdown branches to await
`auxiliary_supervisor.wait()` before returning. In the `run_server_bot_session`
paths, preserve each branch’s existing shutdown result, await auxiliary
completion after draining or checking the bot result, and then return that
result.

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📒 Files selected for processing (3)
  • docs/observability.md
  • src/metrics/liquidity.rs
  • src/metrics/liquidity/inventory.rs

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This PR publishes liq_position_last_price_usd and liq_equity_exposure_usd from the bot. It also adds a 60 s supervised refresh task that republishes the inventory series and rebuilds the prices family from the position aggregates and the live equity price store. A failed or slow positions load keeps the last prices.

Since db1cba3, the branch was only restacked onto the new lower PR head (937fae0). The PR's own diff is identical apart from context lines: the liq_usdc_chain_ratio row in docs/observability.md and its help text in src/metrics/liquidity.rs now carry the lower PR's wording. The lower PR's changes (the active-mint handling in InventoryView and the gross-broker chain ratio) touch nothing this PR's refresh or prices code calls. CI is green on 6cedbff; the one failed matrix entry is from a superseded run. I found no new defects.

Earlier findings and threads:

  • src/metrics/liquidity/prices.rs:57 (one bad Position aggregate freezes every symbol's prices): still in the code, deferred with a sound reason. It is minor, nothing reads these series from the bot yet, the prices freshness timestamp shows a stall, and the follow-up fix is agreed (skip only the bad id on a per-id error).
  • scripts/liq-parity/compare.py:94 (missing KNOWN_DIFFS value entries for the two price series): still in the code, deferred with a sound reason. Only a manual staging parity run is affected, and the runbook already points an exit 1 at a missing KNOWN_DIFFS entry. Land the two "values" entries before the first staging run that includes these names.
  • src/metrics/liquidity/prices.rs:180 (golden test uses a test-only copy of the expiry and ordering filter): still in the code, deferred as a follow-up (seed an EquityPriceStore and call live_prices). This is a test-coverage gap, not a production defect, so deferring it is fine.
  • SPEC.md:1782 (resolved by hand by JuaniRios; pricing-outage sentence does not name the liq_* prices family): dismissed for now, not addressed in the code. The dismissal holds: it is a nit, and it is tracked as a checklist item on RAI-3034.

No finding blocks the merge.

claude-opus-5-5 · high · 40 min

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On the out-of-diff note about awaiting the auxiliary supervisor on session shutdown (review 5476048409): fair, a quick second session could see the old liq-state-refresh write stale prices once. It's observation only and a restarted session republishes within 60 s, so leaving it for a follow-up rather than adding a wait that could hold up shutdown.

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✅ Action performed

Comments resolved and changes approved.

This was referenced Oct 10, 2026
@rain-marvin

rain-marvin Bot commented Oct 11, 2026

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@JuaniRios 🔔 Follow-up: a day after my review

@JuaniRios, #1680 hasn't moved since my approval of 6cedbff. CodeRabbit has approved too, no review threads are open, and CI is green on that head. The one red "backend test" job is from a cancelled duplicate run; the run that finished passed.

It is now waiting on a code owner. human/reviewed fails because each changed file needs approval from @agryaznov or @ueco-jb. @rouzwelt's approval covers the st0x-engineers requirement but not code ownership. Next step: ask one of them to review. Even after that, the PR can only merge as part of the stack on Graphite, once the PRs below it, starting with #1679, are through.

claude-opus-5-5 · high · 1 h 15 min

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