+ Vj(XRt^RIHt^RIt^RIt^RIt^RIHtHt^RI H t H t ^RI H t HtRt]!RR44t!R R 4t!R R ]4t!R R]4t]R8Xd]!^d^^R7t]P-RRRR7]P/RRR7t]!R]R]P4R4]!R]P7R44]P-RRRR7]!R]P7R44]!R]P7R44]!R]P9] !R444R#R#) u Venue-agnostic execution layer for the Renko line bot. The strategy decides LONG / SHORT / CLOSE at the line. This file decides *how* that becomes an order, and how the bot recovers if it was switched off mid-trade. PaperBroker — works today. Fills at the line (or line +/- slip), charges fees, keeps a CSV, reconciles against its own state file. LighterBroker — the real venue. Deliberately refuses to trade until it is given a testnet/mainnet client and an API key, because sending invented calls to a live exchange is how accounts die. LIGHTER FACTS (verified 2026-11-11, docs.lighter.xyz + apidocs.lighter.xyz): * official Python SDK: pip install lighter-sdk (elliottech/lighter-python) * REST + WebSocket + transaction signing are all in the SDK * API keys are created with ChangePubKey, signed by the L1 wallet, and can trade / cancel / change leverage WITHOUT withdrawal rights — use that * testnet is a separate environment with separate accounts, balances, API keys, nonces and chain id. Get the exact URLs from https://docs.lighter.xyz/developers -> "Environments & endpoints" * Standard accounts pay 0% maker / 0% taker on regular orders, 300ms taker latency * funding is charged hourly on notional (it is not a trading fee and cannot be avoided) Usage: from broker import PaperBroker b = PaperBroker(capital=100, leverage=20) b.open("LONG", price=1150.0, line=1150.0) b.close(price=1151.15, reason="line touch") b.reconcile(expected="LONG") # what to call on every boot Before real money: run this against Lighter TESTNET, then mainnet with $50. ) annotationsN) dataclassasdict)datetimetimezone)Decimal ROUND_DOWNch\P!\P4P R4#)z%Y-%m-%d %H:%M:%S)rnowrutcstrftime broker.pyr r +s! << % . ./B CCrcv]tRt^/t$R]R&R]R&R]R&R]R&R]R&R]R&R tR ]R &R tR ]R&RtRtR #)PositionstrsideDqtyentrynotionalfee_paidopenedNzD | NonestopFboolcarriedc  \V4pVP4UUu/uF)wr#T\V\4'd \ V4MTbK+ upp#uuppiN)ritems isinstancerr)selfdkvs& rjsonablePosition.jsonable:sB 4LCD779M941jA..CFA59MMMs/Ar ) __name__ __module__ __qualname____firstlineno____annotations__rrr%__static_attributes__r rrrr/s: I F HKK KD(GTNrrc@]tRt^?tRtRtR RltRtR RltRt Rt R#) BrokerzDInterface. Every venue implements these five calls and nothing else.c \hrNotImplementedErrorr!rpricelines&&&&ropen Broker.openB!!rc \hrr0r!r3reasons&&&rclose Broker.closeEr7rc \hrr0r!s&rpositionBroker.positionHr7rNc \hrr0r! expected_sides&&r reconcileBroker.reconcileKr7rc \hrr0r!amounts&&rmove_to_savingsBroker.move_to_savingsNr7rr  line touchr) r'r(r)r*__doc__r5r;r?rDrIr,r rrr.r.?sN"""""rr.c ]tRt^RtRt]!R4^]!R4]!R4]!R4]!R4RRR 3 R ltR tR tR t Rt ]!R43Rlt RRlt Rt RRltRtRtR#) PaperBrokerzFPaper fills. 'line' fills at the line exactly; 'market' adds one tick.10000.0015z0.01r4zbroker_state.jsonzbroker_fills.csvc  @\\V44Vn\R4Vn\\V44\\V44VuVnVnVnWVVuVnVnVn WuVn Vn RVn VP4R#)rQN)rrcapitalsavingsleveragefeeqty_step min_notionaltickfill state_filelog_filepos_load) r!rUrWrXrYrZr[r\r]r^s &&&&&&&&&&r__init__PaperBroker.__init__UsyW v 123x=1A1SX;PX. tx2>d/49di)3& rc  \PPVP4'Ed\P !\ VP44p\VR,4\VR,4uVnVn VPR4pV'd\VR,\VR,4\VR,4\VR,4\VR,4VR,VPR 4'd\VR ,4MR VPR R 44Vn R #R #R #) rUrVr_rrrrrrrNrF) ospathexistsr]jsonloadr5rrUrVgetrr_)r!sps& rr`PaperBroker._loadas 77>>$// * * $t/0A)*1Y<!AiL/ &DL$,e A#AfIq5{AajM1Qz]K[$%a m$4ak45EE&MMAaiLt$%EE)U$;= +rc  \P!R\VP4R\VP4RVP 'dVP P 4MR/\VPR4^R7R#)rUrVr_Nw)indent) rgdumprrUrVr_r%r5r]r>s&r_savePaperBroker._savelsZ 9c$,,/C mm#66 6Kdmm[[r1c  VP'd \R4h\\V44pVPR8XdTM%Y!R8Xd VP M VP ),pVP V4pWe,pWpP8d\RVR RVP 24hWpP,pV;PV,un \\V44\R4,V,p VR8Xd\\V44V , M\\V44V ,p \WWWV\4V 4VnVP\4RV\V4VR VR R VPR VPR R . 4VP4VP#) zalready in a positionr4LONGz notional .2fz < venue minimum rROPEN.4frurL)r_ RuntimeErrorrrr\r[rrZ ValueErrorrXrUrr rrVrq) r!rr3r4 stop_boxespxrrrXoffrs &&&&& rr5PaperBroker.opens] 88867 7#e* ii6)UuV^ Z^ZcZcYc/djjn8 '' 'y#6GHYHYGZ[\ \!  D lQwZ'*4%)V^qT|c!3t99KDrS#%F 35&$CRH#cRll3'T\\#,>O P xxrc  FVP'g \R4hVP\\V44rVPR8XdTM/YP R8Xd VP M VP ), pVP R8Xd \R4M \R4pWTVP, ,VP,pWCP,VP,pWcP, V, pV;PWg, , un RVnVP\4RVP \VP4VR VR VR VPR VPR V. 4VP4V#) z no positionr4rrz-1NCLOSErr)r_rrrr\rr[rrrXrrUrr rVrq) r!r3r:rkr directiongrossfee_cnets &&& rr;PaperBroker.closes*xxx}- -88Qs5z]5ii6)UuVVvEU \`\e\e[e/fff.AcFAdG !''\*QUU2UU TXX%jj 5(  %  35'1663quu:"SuSk#YDLL#54<<:LvW X  rc VP#r)r_r>s&rr?PaperBroker.positions xxrNc  VP'dVPPMRTr2W#8XdVTP\4RT;'gRRRRRVPR VP R R. 4RT;'gR R2#VfV'dR V R 2#V'd,Vf(R VPnVP4R V R 2#RV RV R2#)z&Call on every boot. Never assume flat.N RECONCILEflatrurzin syncz in sync ()zMISMATCH: bot wanted z, venue is flat - treat as flatTzMISMATCH: venue holds z- unknown to the bot - adopted, marked carriedzMISMATCH: venue z vs bot z - stop and fix before trading)r_rrr rUrVrrq)r!rChavewants&& rrDPaperBroker.reconciles'+xxxdhhmmTMd < IIsuk4>>62r2r,,s+c0BYP Qt~~v.a0 0 ?     35)RRRDLL;Mll3'F6#,*?A B  r) rUrXr\rWr^rZr_rYrVr]r[rKr)r'r(r)r*rMrrar`rqrrr5r;r?rDrIr,r rrrOrORslP x"!C&1W:f1V96/:L  =8 \ 233&  UrrOcf]tRt^tRtRR^]!R4R3RltRtRtRR lt R t RR lt R t R t R#) LighterBrokera The real venue. Intentionally inert until wired to a SIGNED client. Wiring it up (in this order, no shortcuts): 1. pip install lighter-sdk 2. read https://docs.lighter.xyz/developers -> Environments & endpoints 3. TESTNET first: create an account, create an API key with ChangePubKey signed by the L1 wallet (trade/cancel only - no withdrawal rights) 4. implement open/close as a MARKET order on the ZEC market, plus a STOP order at Position.stop as the disaster exit 5. call reconcile() on boot before any strategy decision Do not fill these in from memory. The SDK's own examples in elliottech/lighter-python are the reference; a wrong payload here is a wrong fill. NZECrQTc WuVnVnV\\V44VuVnVnVnRVnR#r)clientmarketrrrWrXtestnet_pos)r!rrrWrXrs&&&&&&rraLighterBroker.__init__s5#)  T[08!CH+w- tx rc 8VPf \R4hR#)NzlLighterBroker has no signed client. Wire it against TESTNET first - see this docstring and OPS.md section 6.)rrr>s&r_guardLighterBroker._guards# ;; ;< < rc 8VP4\R4h)z:market order + stop order: implement from the SDK examplesrr1r2s&&&&rr5LighterBroker.opens !"^__rc 8VP4\R4h)z-market close: implement from the SDK examplesrr9s&&&rr;LighterBroker.closes !"QRRrc VP#r)rr>s&rr?LighterBroker.positions yyrc 8VP4\R4h)z9read positions from the venue, compare with expected_siderrBs&&rrDLighterBroker.reconciles !"]^^rc \R4h)zwithdrawals need a withdrawal-capable path; decide the custody trade-off first (OPS.md section 6) rather than reusing the trading keyr0rGs&&rrILighterBroker.move_to_savingss! EF Fr)rrrXrWrrrKr)r'r(r)r*rMrrarr5r;r?rDrIr,r rrrrs@ #521S6SW < `S_Frr__main__)rUrWrXrg@)r3r4g@zheld trade closed at the line)r3r:z paper PnL:z | capitalz | stop waszreconcile (flat as expected):SHORTzreconcile (bot thought flat):zreconcile (both short):z savings move:z0.10)rM __future__rrzrgrd dataclassesrrrrdecimalrrrr rr.rOrr'br5r;ryprintrUrDrIr rrrs)@# )',D  N N  N""&i&iX.FF.Fb zC"!4AFF6wF/ ''(G' HC ,[!))\D )1;;t+<=FF7'F0 )1;;t+<= #Q[[%9: /1,,QvY78r