Request ID
e431b94f-b20b-475a-a31d-094dd4acea9b
FILLEDBack to blotter
What Happened? (Execution)
- Time
- 2025-12-18 07:12:01.283487+00:00
- Desk
- Crypto Systematic Desk
- Strategy
- assassin-swarm-v1
- Asset
- crypto
- Symbol
- BTCUSDT
- Side
- long
- Notional
- $5.00
- Quantity
- 0.00005759636088216776
- Price
- 86811.0402
- Fees
- 0.005
- Reason
- —
Why? (Trade Thesis)
Assassin BUY BTCUSDT: r5=0.2082% r15=0.1181% r60=0.4026% r1=0.1170% (strength=0.52)
- Agent
- planner-core
- Created
- 2025-12-18 07:12:00.873831+00:00
- Confidence
- 0.9
- Reasoning Ref
- Derived from decision b63a8cf5-d23f-43dc-a4b3-880b3de86923
Risk Context
- Cap Key
- BTCUSDT
- Max Notional
- $5.00
- Utilization
- 100.00%
- Fees (bps)
- 10.00 bps
- Paper Slippage
- 2.66 bps vs mid
- Mid (paper)
- 86787.9900
Raw Record
Best-effort join from executions.db + theses.db
{
"request_id": "e431b94f-b20b-475a-a31d-094dd4acea9b",
"timestamp": "2025-12-18T07:12:01.283487+00:00",
"status": "FILLED",
"strategy_id": "assassin-swarm-v1",
"asset_class": "crypto",
"symbol": "BTCUSDT",
"side": "long",
"notional": 5,
"quantity": 0.00005759636088216776,
"price": 86811.04020146585,
"fees": 0.005,
"reason": null,
"thesis": {
"intent_id": "e431b94f-b20b-475a-a31d-094dd4acea9b",
"thesis_id": "15c992d6-7668-4fa5-9106-0a75dcbf3afb",
"created_at": "2025-12-18T07:12:00.873831+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=0.2082% r15=0.1181% r60=0.4026% r1=0.1170% (strength=0.52)",
"reasoning_ref": "Derived from decision b63a8cf5-d23f-43dc-a4b3-880b3de86923",
"features": {
"decision": {
"decision_id": "b63a8cf5-d23f-43dc-a4b3-880b3de86923",
"aggregated_direction": "buy",
"expected_edge": 0.05204889600230586,
"expected_risk": 0.5,
"source": "assassin"
},
"technical_opinion": {
"council_name": "technical",
"direction": "buy",
"strength": 0.5204889600230586,
"features": {
"r1": 0.0011695075391653462,
"r5": 0.0020819558400922344,
"r15": 0.001181055904812355,
"r60": 0.004025657508057674,
"r5_thr": 0.002,
"r1_min": 0.0005,
"r15_min": 0,
"r60_min": 0,
"candle_range_pct": 0.0012559334531544628
},
"ttl": 60,
"timestamp": "2025-12-18T07:12:00.839838Z"
},
"edge_components": {
"expected_edge_bps": 18.416521076036762,
"spread_bps": 0.0005761165466929678,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"total_cost_bps": 15.000576116546693,
"net_edge_bps": 3.4159449594900693,
"gate_pass": true,
"full_spread_bps": 0.0011522330933859356,
"tick_age_s": 3.619782,
"cost_assumptions": {
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"spread_is_half_bbo": true
},
"expected_edge_inputs": {
"r5_bps": 20.819558400922343,
"r15_bps": 11.81055904812355,
"r60_bps": 40.256575080576745,
"strength": 0.5204889600230586
}
},
"tick": {
"bid": 86787.99,
"ask": 86788,
"mid": 86787.995,
"spread_bps": 0.0011522330933859356,
"source": "coinbase-exchange-bbo-mid+kraken-bbo-mid-check",
"timestamp": "2025-12-18T07:11:57.253636Z"
},
"planner_guardrails": {
"min_seconds_between_intents": 600,
"max_intents_per_hour": 6,
"max_spread_bps": 15,
"max_tick_age_seconds": 10
}
}
},
"fills": [
{
"ask": 86788,
"bid": 86787.99,
"fee": 0.005,
"mid": 86787.99,
"paper_slippage_bps_vs_mid": 2.6559206482188813,
"price": 86811.04020146585,
"quantity": 0.00005759636088216776,
"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": 2.6559206482188813,
"paper_mid_price": 86787.99
}
}