Priority 1 (MCP roadmap): interval pool-liquidity snapshot#31
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…scovery (7 must-fixes) - Atomic staging->verify->tx-replace write path (collector + enrichment), schema-drift-safe - Close regime-lookahead leak (scan-date anchored features; entry-close -> oc_* telemetry) - Degraded/empty-pool fail-loud + freshness monitor - Uniqueness guard + per-scan_date Firestore lock + gated 06-10 source-dedup - Persist mom_60 point-in-time + scheduled underlying-bar cache - Opportunity surface (MFE/MAE) + interim 3-day label arm + label-semantics tags - Features-only view + safe view + column tagging + dbt features model + DATA-CONTRACTS - Fix unauth SQL-injection surface + degraded-day overwrite (review blockers) All gammarips-review SHIP. Phase A deployed (enrichment-trigger-00046-stt, forward-paper-trader-00048-tqc). Backfill/view scripts gated (dry-run->--confirm), not yet run. Live pick/ledger/_simulate_contract mechanics unchanged. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
… pipeline (07-02) The Phase A atomic write path loaded staged rows with autodetect=True; the permanently-NULL recommended_spread_pct (no options quotes on this Polygon plan) inferred as STRING and clashed with the LIKE-cloned FLOAT, failing every enrichment load since 07-02 09:38 ET -> no candidates -> no pick, missed 10:00 entry. Fix: bind the load to the cloned live schema (schema=get_table(staging).schema, drop autodetect, keep ALLOW_FIELD_ADDITION); atomic stage->verify->tx-replace unchanged. Isolation-proven, gammarips-review SHIP, deployed enrichment-trigger-00047-t7t, verified end-to-end (scan 07-01 -> 50 candidates). Also lands Phase B backfill fixes (both gammarips-review SHIP): backfill_mom_60 _update moved the CTE into the UPDATE FROM-subquery (BQ rejects WITH...UPDATE); backfill_opportunity_surface _merge builds staging via CREATE TABLE AS SELECT <cols> WHERE FALSE + explicit-typed load (CREATE TABLE LIKE cloned REQUIRED entry_day and the subset autodetect load 500'd). Decision-doc 07-02 CORRECTION section + handoff (NEXT_SESSION_PROMPT -> MCP productization focus). Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
… .gemini Aligns the Claude Code harness + canonical docs to current reality and the owner-locked monetization direction (docs-only; no code/policy change). CLAUDE.md: new Mission (free human UI = SEO funnel, monetize MCP access = BYO-agent, sell opportunity surface not a return, primitives-not-a-pick); Current policy V6 -> V7.1 Tilted GIGO (same-day 10:00 entry / +40 / -30 / flat 15:45, live-OI floor 1000 @ 09:45); repo map (agent-arena DEAD, +signal-judge/signal-notifier, gammarips-mcp noted as separate-repo product); fixed dead agent-arena deploy cmd + earnings-window wording. README.md: full refresh (V4 whale-following -> V7.1 + product framing + current services). ARCHITECTURE/TRADING-STRATEGY/GLOSSARY/MODELS/DATA-CONTRACTS/TESTING: cohort 2026-06-26, live-OI floor DEPLOYED/1000, pick ~09:45 ET, enrichment score>=4 + spread-gate-retired + top-50 BULLISH, opportunity-surface + 3-day arm now LIVE, policy_version V7_1_TILTED_GIGO, agent-arena removed as live consumer. agents: engineer (drop agent-arena/V2/V3/V3_MECHANICS, add MCP scope + never-autodetect + owner-waivable-DoD), researcher (repoint signals_labeled_v1 -> enriched_option_outcomes/enriched_features_v1 + substrate leakage tags), review (+autodetect-staged-load check that would've caught the 07-02 outage). Deleted deprecated .gemini/ harness (Gemini CLI no longer used). Corrected incident timestamp UTC->ET (05:38 ET). Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
… privacy on every channel All deployed to prod 2026-07-03 with gammarips-review gates (BLOCK→fix→SHIP where noted). Decision doc: docs/DECISIONS/2026-07-03-pool-track-record-and- generator-depicking.md. Owner directive: "Run it… get us clean and consistent engine to webapp." - win-tracker (rev 00015+): NEW /pool_outcomes endpoint — whole-pool aggregates from enriched_option_outcomes → Firestore pool_outcomes/current for the public Track Record page. Sim-version-tag filtered (legacy NULL same-day cohort verified against the documented GIGO composite), honest V6-legacy 3d-arm labeling, opp-surface pinned to OPP_MFE_MAE_V1, 503 fail-loud on degraded substrate. Cron: pool-outcomes-refresh 17:20 ET. - enrichment-trigger (rev 00048): thesis prompt → thesis_v2_descriptive (no entry/target/stop voice, no "recommended", no scan-count quoting; FOCUS CONTRACT block; prompt_version stamped in traces). - overnight-report-generator (rev 00019): report_v3_descriptive (Pool Snapshot replaces Directional Calls; no trade-instruction voice on any horizon; no bullish-share/z-score prose; no internal field-name debris). - blog-generator (rev 00028): repositioned to free-site/Agent-Access; dead products forbidden at prompt level; webapp_visit paid-pitch regex learns "agent access"/$39. voice_rules exemplars updated (vendors into x-poster at ITS next deploy; RETIRED_ALIASES additions deliberately deferred). - signal-notifier (revs 00053, 00054): subscriber pick fan-out RETIRED (the pick is the operator's private signal — old code would have emailed it to every new Agent Access subscriber) and the WhatsApp/OpenClaw channel DEPRECATED to a hard no-op (owner call; env vars were already absent). Operator email path byte-identical. - forward-paper-trader + create_enriched_option_outcomes: comment-only — isolation notes updated to cite the 2026-07-03 read-path decision. - docs: 2026-07-02 service-auth-hardening decision note (was untracked), 2026-07-03 decision doc, NEXT_SESSION_PROMPT handoff. Also this session (other surfaces): webapp main = e4f2c983 (Track Record, six-item nav, Learn spine, de-picked emails), x-poster pick crons paused, Firestore blog triage (9 archived + 301s, 3 patched). Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
New signal-notifier module + endpoint that re-reads liquidity for the WHOLE current enriched pool every ~10 min during RTH (plus a pre-open pass) into the new profit_scout.pool_liquidity_snapshot table, so the MCP can serve decision-time liquidity cache-first (one call per shortlist instead of N upstream fetches at 10:00 ET). - pool_liquidity.py: full-snapshot fetch (OI/volume/last/day OHLC/IV/greeks + underlying-price fallback chain), explicit-schema insert_rows_json (no autodetect), fully fail-soft, HARD leakage wall — separate from the C1-walled _fetch_live_oi; never imported by run_notifier; table is TELEMETRY (as_of-keyed), never a feature. - /refresh_pool_liquidity: NYSE-day + 09:15-16:05 ET self-gate; token-gated via secret-mounted POOL_LIQ_REFRESH_TOKEN (hmac.compare_digest); force/ scan_date knobs refused without the token (review FIX-1); scan_date 400-validated; 120s min-interval spam guard. - Cloud Scheduler pool-liquidity-refresh: 2-52/10 9-16 * * 1-5 ET (offset clears the ~09:45 pick run on the same max-instances=1 service, FIX-2). - DDL: scripts/ledger_and_tracking/create_pool_liquidity_snapshot.py (executed 2026-07-07; partition DATE(as_of), cluster contract). - Docs: DECISIONS/2026-07-07-pool-liquidity-snapshot.md + DATA-CONTRACTS section (classification: TELEMETRY, never a feature; RM-001b NULL quote placeholders documented). gammarips-review: SHIP-WITH-FIXES — all 5 fixes applied. Verified live: rev signal-notifier-00055-sgn; anon force=403; tokened pass wrote 50/50; scheduler job ENABLED. MCP counterpart: gammarips-mcp PR #6. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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What (top commit —
1289e5a)The engine half of the MCP roadmap's Priority 1: liquidity you can check at any time (RM-006 / 1A):
signal-notifier/pool_liquidity.py— every ~10 min during RTH (plus a ~09:22 ET pre-open pass), re-fetches the full Polygon option snapshot for ALL ~50 current-pool contracts (OI, session volume, last trade, day OHLC, IV/greeks, underlying-price fallback chain) and appends one row per(contract, as_of)to the newprofit_scout.pool_liquidity_snapshottable. Explicit-schemainsert_rows_json— no load jobs, no autodetect (the 07-02 outage rule).POST /refresh_pool_liquidity— NYSE-day + 09:15–16:05 ET self-gate; token-gated via secret-mountedPOOL_LIQ_REFRESH_TOKEN(hmac.compare_digest);force/scan_daterefused without the token; 120s spam guard.pool-liquidity-refresh—2-52/10 9-16 * * 1-5ET (offset keeps passes clear of the ~09:45 pick run on the same max-instances=1 service).Leakage wall (the part that matters)
The table is TELEMETRY — never a feature: entry-day-live,
as_of-keyed, never joined intoenriched_features_v1/any as-of ≤ scan_date surface, never read by the tournament. The pick path's C1-walled_fetch_live_oiis untouched;run_notifiernever imports the new module (verified by review). Quote columns are NULL placeholders pending the RM-001b quote-feed purchase; the MCP omits them while NULL.Verification
gammarips-review: SHIP-WITH-FIXES — all 5 fixes applied (token gate fail-closed on force/scan_date, cron offset, scan_date 400,hmac.compare_digest, ET-date agg fallback).signal-notifier-00055-sgn: anonymousforce→ 403; tokened pass wrote 50/50 pool rows; scheduler job ENABLED.get_contract_snapshot+ newget_pool_liquidity), smoke 41/41.Note on the stack
This branch is based on the local
substrate-hardening-2026-07-01line (4 prior commits: substrate hardening 7 must-fixes, 07-02 enrichment autodetect fix, harness doc de-drift, coherence waves) which was never pushed — those commits appear in this PR because they are its base and are already live in prod. Merge order is: those first (they're in this PR), or merge this PR whole.🤖 Generated with Claude Code