{
  "request_id": "4048f240-577e-4bf0-8a99-0d0e172365cf",
  "timestamp": "2025-12-18T17:58:19.588402+00:00",
  "status": "FILLED",
  "strategy_id": "assassin-swarm-v1",
  "asset_class": "crypto",
  "symbol": "BTCUSDT",
  "side": "long",
  "notional": 5,
  "quantity": 0.00005798564495720373,
  "price": 86228.2381042799,
  "fees": 0.005,
  "reason": null,
  "thesis": {
    "intent_id": "4048f240-577e-4bf0-8a99-0d0e172365cf",
    "thesis_id": "db2130b9-b9f4-4e3c-a78b-103f4ab75253",
    "created_at": "2025-12-18T17:58:17.256317+00:00",
    "strategy_id": "assassin-swarm-v1",
    "agent_name": "planner-core",
    "run_id": null,
    "asset_class": "crypto",
    "symbol": "BTCUSDT",
    "side": "long",
    "notional": 5,
    "confidence": 0.9,
    "expected_horizon": null,
    "summary": "Assassin BUY BTCUSDT: r5=-1.0000% r15=-0.8000% r60=0.0000% r1=0.1000% (strength=0.90)",
    "reasoning_ref": "Derived from decision 398850cc-b14d-45d0-89fe-8cc27f9deb03",
    "features": {
      "alpha_features": {
        "side": "long",
        "side_mult": 1,
        "r5_bps": -100,
        "r15_bps": -80,
        "r60_bps": 0,
        "r5_dir_bps": -100,
        "r15_dir_bps": -80,
        "r60_dir_bps": 0,
        "r5_abs_bps": 100,
        "r15_abs_bps": 80,
        "r60_abs_bps": 0,
        "strength": 0.9,
        "vol_1m": 0.003,
        "vol_1m_bps": 30,
        "vol_ratio": null,
        "spread_bps_full": 0.0011600385057104706,
        "spread_bps_half": 0.0005800192528552353,
        "slippage_bps": 3,
        "fee_bps": 10,
        "safety_margin_bps": 2,
        "tick_age_s": 1.873357,
        "hour_utc": 17,
        "dow_utc": 3,
        "is_weekend": 0
      },
      "alpha_model": {
        "model_version": "20251218T174331Z",
        "model_type": "logistic_regression",
        "horizon": "1h",
        "alpha_score": 0.8467119244028921,
        "expected_edge_bps_raw": 14.81111982466326,
        "uncertainty_margin_bps": 2.226304604776863,
        "expected_edge_bps": 12.584815219886398,
        "top_features": [
          {
            "name": "vol_1m_bps",
            "value": 30,
            "mean": 4.282930346408735,
            "std": 2.403392918322802,
            "z": 10.700318477903238,
            "weight": 0.1497729285951916,
            "logit_contribution": 1.602618035336811
          },
          {
            "name": "r15_dir_bps",
            "value": -80,
            "mean": 0.02796305601022818,
            "std": 16.32224872924689,
            "z": -4.902998623750461,
            "weight": -0.07320434909737762,
            "logit_contribution": 0.3589208228769908
          },
          {
            "name": "is_weekend",
            "value": 0,
            "mean": 0.7681874229346486,
            "std": 0.42198993611183655,
            "z": -1.8203927563122315,
            "weight": -0.1448399564479617,
            "logit_contribution": 0.26366560754244855
          },
          {
            "name": "r5_dir_bps",
            "value": -100,
            "mean": -0.007944298323224398,
            "std": 10.19312547888226,
            "z": -9.809754221983887,
            "weight": -0.01869105326082069,
            "logit_contribution": 0.18335463863866147
          },
          {
            "name": "hour_utc",
            "value": 17,
            "mean": 9.823366214549939,
            "std": 7.005717869946318,
            "z": 1.024396631248448,
            "weight": 0.17099948830835368,
            "logit_contribution": 0.17517129976828588
          },
          {
            "name": "r60_dir_bps",
            "value": 0,
            "mean": -0.08618855911744333,
            "std": 30.931990110966872,
            "z": 0.0027863890686711866,
            "weight": -0.11533249335491867,
            "logit_contribution": -0.00032136119874673764
          },
          {
            "name": "fee_bps",
            "value": 10,
            "mean": 10,
            "std": 1,
            "z": 0,
            "weight": 0,
            "logit_contribution": 0
          }
        ],
        "missing_features": [],
        "edge_includes_fees": true
      },
      "position_sizing": {
        "mode": "vol_target",
        "target_risk_usd": 0.5,
        "vol_1h": 0.0232379000772445,
        "k": 8,
        "min_notional_usd": 5,
        "max_notional_usd": 5,
        "fallback_notional_usd": 5,
        "raw_notional_usd": 2.689571768199595,
        "clamped_notional_usd": 5,
        "approx_risk_per_usd_notional": 0.185903200617956,
        "approx_realized_risk_usd": 0.92951600308978,
        "used_fallback": false,
        "paper_capital_usd": 200,
        "risk_bps_per_trade": 25
      },
      "decision": {
        "decision_id": "398850cc-b14d-45d0-89fe-8cc27f9deb03",
        "aggregated_direction": "buy",
        "expected_edge": 0.09000000000000001,
        "expected_risk": 0.5,
        "source": "assassin"
      },
      "technical_opinion": {
        "council_name": "manual-opinion",
        "direction": "buy",
        "strength": 0.9,
        "features": {
          "r1": 0.001,
          "r5": -0.01,
          "r15": -0.008,
          "r60": 0,
          "vol_1m": 0.003,
          "vol_window": 20,
          "spread_bps": 8,
          "note": "manual test opinion (high vol dip-buy) to validate alpha v1h + gate"
        },
        "ttl": 60,
        "timestamp": "2025-12-18T17:58:17.204206Z"
      },
      "edge_components": {
        "expected_edge_bps": 12.584815219886398,
        "spread_bps": 0.0005800192528552353,
        "slippage_bps": 3,
        "fee_bps": 0,
        "safety_margin_bps": 2,
        "total_cost_bps": 5.000580019252855,
        "net_edge_bps": 7.584235200633543,
        "gate_pass": true,
        "full_spread_bps": 0.0011600385057104706,
        "tick_age_s": 1.874154,
        "cost_assumptions": {
          "slippage_bps": 3,
          "fee_bps": 0,
          "fee_bps_assumed": 10,
          "fee_included_in_expected_edge": true,
          "safety_margin_bps": 2,
          "spread_is_half_bbo": true
        },
        "expected_edge_inputs": {
          "r5_bps": 100,
          "r15_bps": 80,
          "r60_bps": 0,
          "strength": 0.9
        }
      },
      "tick": {
        "bid": 86204.03,
        "ask": 86204.04,
        "mid": 86204.035,
        "spread_bps": 0.0011600385057104706,
        "source": "coinbase-exchange-bbo-mid+kraken-bbo-mid-check",
        "timestamp": "2025-12-18T17:58:15.382057Z"
      },
      "planner_guardrails": {
        "min_seconds_between_intents": 600,
        "max_intents_per_hour": 6,
        "max_spread_bps": 15,
        "max_tick_age_seconds": 10
      }
    }
  },
  "fills": [
    {
      "ask": 86204.04,
      "bid": 86204.03,
      "fee": 0.005,
      "mid": 86204.04,
      "paper_slippage_bps_vs_mid": 2.807073111643213,
      "price": 86228.2381042799,
      "quantity": 0.00005798564495720373,
      "tick_source": "coinbase-exchange-bbo-mid+kraken-bbo-mid-check"
    }
  ],
  "desk_id": "crypto_systematic",
  "desk_name": "Crypto Systematic Desk",
  "risk_context": {
    "cap_key": "BTCUSDT",
    "max_notional_usd": 5,
    "notional_utilization": 1,
    "fees_usd": 0.005,
    "fees_bps": 10,
    "paper_avg_slippage_bps_vs_mid": 2.807073111643213,
    "paper_mid_price": 86204.04
  }
}