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MASTERPLAN: Forward V5 Phasen 0-9

Professional Trading System Architecture

Status: Phase 0 Complete | Phase 1-4 CODE Complete | Phase 5 CODE Complete | Phase 6 IN PROGRESS
Platform: Hyperliquid
Mode: Paper/Mock only (Live BLOCKED until Phase 9)
Strategy Lab: MANDATORY before any Live discussion

Executive Summary

Phase Name Deliverable Live?
0 Freeze & Archive Legacy system archived BLOCKED
1 Skeleton + ADRs Directory structure, decisions BLOCKED
2 Core Reliability Event store, state projection, tests BLOCKED
3 Observability Reports, health, logs BLOCKED
4 System Boundaries Safety/Observability separation BLOCKED
5 Operations systemd, CLI, incident response BLOCKED
6 Test Strategy Unit, integration, simulation BLOCKED
7 Strategy Lab ⭐ Backtests, Walk-forward, Scorecards BLOCKED
8 Economics PnL projections, cost analysis BLOCKED
9 Review & Gate Final validation, sign-off required BLOCKED

→ ERST DANN: Manuelle Live-Freigabe durch Nutzer

Phase 0: Freeze & Archive ✅ COMPLETE

Ziele

  • Altes System (R4c) einfrieren
  • Archiv für spätere Analyse
  • Clean slate für V5

Deliverables

  • Old services stopped
  • incident_bundles/ archived
  • runtime/ backed up
  • Read-only mode enforced

Status: ✅ DONE

Phase 1: Skeleton + Architecture ✅ IN PROGRESS

Ziele

  • Directory structure
  • Architecture Decision Records
  • systemd units
  • Control CLI skeleton

Deliverables

forward_v5/
├── docs/
│   ├── ADR-001-target-architecture.md     ✅
│   ├── ADR-002-hyperliquid-integration.md  ✅
│   ├── ADR-003-state-model.md             📋
│   ├── ADR-004-risk-controls.md           📋
│   ├── MASTERPLAN_PHASES_1-9.md           ✅
│   └── HYPERLIQUID_MIGRATION_FIXES.md     ✅
├── src/
│   ├── core_engine.js (skeleton)          📋
│   ├── state_projection.js (skeleton)   📋
│   ├── event_store.js (skeleton)          📋
│   └── index.js                           📋
├── config/
│   ├── systemd/forward-v5.service         📋
│   └── m6_paper_canary.env                📋
└── tests/
    └── skeleton.test.js                   📋

Definition of Done

  • Alle ADRs geschrieben + approved
  • Directory structure angelegt
  • systemd units definiert
  • Skeleton tests passing

Status: 🔄 IN PROGRESS

Phase 2: Core Reliability ⬜ PENDING

Ziele

  • Deterministischer Event Store
  • State Projection
  • Risk Engine
  • Reconcile Logic

Deliverables

Modul Zweck Tests
src/event_store.js Append-only events ✅ Unit
src/state_projection.js Rebuild state from events ✅ Unit
src/risk_engine.js Pre-trade validation ✅ Unit
src/reconcile.js Position sync (mock) ✅ Unit

Key Features

  • Single Writer: Nur core_engine schreibt
  • Replay: State rebuild from events
  • Idempotency: UUIDs für alles
  • Timeouts: Überall

Definition of Done

  • Event Store: append-only, queryable
  • State Projection: rebuild from zero
  • Risk Engine: alle Pre-Trade checks
  • Unit Tests: > 80% coverage

Status: ⬜ PENDING

Phase 3: Observability ⬜ PENDING

Ziele

  • Discord reports
  • Health heartbeats
  • Structured logs
  • Rebuild-state command

Deliverables

Modul Zweck Blocking?
src/report_service.js Discord/status NO
src/health.js Heartbeats, checks NO
src/logger.js Structured logging NO
commands/rebuild_state.js Rebuild projection N/A

Key Features

  • Non-blocking: Discord down = WARN, nicht BLOCK
  • Heartbeats mit Timestamp
  • Structured logs (JSON)

Definition of Done

  • Reports funktionieren (auch wenn Discord down)
  • Health checks mit Freshness
  • Rebuild command getestet

Status: ⬜ PENDING

Phase 4: System Boundaries ⬜ PENDING

Ziele

  • Safety vs Observability Trennung
  • Klare Fail-Modes
  • Incident Response Plan

Deliverables

docs/
├── safety_boundary.md
├── observability_boundary.md
└── incident_response.md

Boundaries

Domain Examples Fail Mode
SAFETY sizing, reconcile, watchdog BLOCK
leverage, unmanaged position BLOCK
OBSERVABILITY discord, reports WARN
scheduler, health RETRY

Definition of Done

  • Safety checks identifiziert
  • Observability checks identifiziert
  • Incident Response documented

Status: ⬜ PENDING

Phase 5: Operations ⬜ PENDING

Ziele

  • systemd services
  • Control API/CLI
  • Logging, Rotation
  • Keine manuellen Edits

Deliverables

Komponente Beschreibung
systemd/forward-v5.service Main service
systemd/forward-v5-report.service Report worker
commands/start.js Start service
commands/stop.js Stop service
commands/pause.js Pause execution
commands/resume.js Resume after review
commands/status.js Current status
commands/reconcile.js Force reconcile

Configuration

[Service]
Type=simple
Restart=on-failure
RestartSec=5
StartLimitBurst=3
StartLimitIntervalSec=60

Definition of Done

  • Code Complete: Systemd units definiert
  • Code Complete: Alle Commands funktionieren
  • Code Complete: Health Dashboard + Alert Engine
  • Ops Pending: Systemd units getestet auf VPS (5.1 - benötigt SSH)
  • Ops Pending: Systemd Actions (5.2 - wartet auf 5.1)

Status: ✅ CODE COMPLETE (5.1/5.2 ops pending)

Phase 6: Test Strategy 🔄 IN PROGRESS

Aktueller Stand (April 2026)

Bereich Status Notizen
Unit Tests 🔄 Partial event_store, risk_engine, state_projection, reconcile
Integration Tests 🔄 Started Alert Engine Tests (Phase 6 Step 1)
Acceptance Gates 🔄 Started G5: Discord Failover ✅ Complete
Simulation ⬜ Pending 1h Smoke, 24h Stability

Acceptance Gates

Gate Kriterium Status
G1 Zero unmanaged positions 🔄 Nächster Step
G2 Projection parity (rebuild == live) ⬜ Pending
G3 Recovery from restart ⬜ Pending
G4 No duplicated trade IDs ⬜ Pending
G5 Report failures don't affect trading ✅ Complete (acceptance_g5_discord_failover.test.js)

Deliverables

tests/
├── unit/                          # Existierend
│   ├── event_store.test.js       # ✅
│   ├── state_projection.test.js  # ✅
│   ├── risk_engine.test.js       # ✅
│   └── reconcile.test.js         # ✅
├── integration/                   # NEU
│   ├── alert_engine.integration.test.js     # ✅ (5.3 Integration)
│   └── watchdog_stale_pause.test.js         # ⬜
├── simulation/                    # ⬜
│   ├── 1h_smoke.test.js
│   └── 24h_stability.test.js
└── acceptance/                     # IN PROGRESS
    ├── acceptance_g5_discord_failover.test.js  # ✅
    ├── acceptance_g1_zero_unmanaged.test.js      # 🔄 Next
    ├── projection_parity.test.js                  # ⬜
    └── recovery.test.js                           # ⬜
- Simulation - Acceptance gates

Deliverables

tests/
├── unit/
│   ├── event_store.test.js
│   ├── state_projection.test.js
│   ├── risk_engine.test.js
│   └── reconcile.test.js
├── integration/
│   ├── tick_to_fill.test.js
│   ├── discord_down_no_stop.test.js
│   └── watchdog_stale_pause.test.js
├── simulation/
│   ├── 1h_smoke.test.js
│   └── 24h_stability.test.js
└── acceptance/
    ├── zero_unmanaged.test.js
    ├── projection_parity.test.js
    └── recovery.test.js

Acceptance Gates

Gate Kriterium
G1 Zero unmanaged positions
G2 Projection parity (rebuild == live)
G3 Recovery from restart
G4 No duplicated trade IDs
G5 Report failures don't affect trading

Definition of Done

  • Unit Tests: > 80% coverage
  • Integration Tests: all passing
  • Simulation: 24h stable
  • Acceptance Gates: all PASS

Status: ⬜ PENDING

Phase 7: STRATEGY LAB ⭐ MANDATORY ⬜ PENDING

⚠️ WICHTIG

Phase 7 ist MANDATORY vor jeder Live-Diskussion.
Keine Ausnahmen. Keine Abkürzungen.

Ziele

  • KEINE KI direkt über Orders entscheiden lassen
  • KI nutzen für:
  • Hypothesengenerierung
  • Backtest-Automatisierung
  • Marktregime-Klassifikation
  • Anomalie-Erkennung
  • Postmortem-Zusammenfassungen

Deliverables

research/
├── backtest/
│   ├── backtest_engine.py
│   ├── parameter_sweep.py
│   └── walk_forward.py
├── strategy_lab/
│   ├── rsi_regime_filter.py
│   ├── volatility_filter.py
│   ├── multi_asset_selector.py
│   ├── mean_reversion_panic.py
│   └── trend_pullback.py
└── scorecards/
    ├── template.json
    └── btc_trend_001.json

Strategy Scorecard (Template)

{
  "strategy_id": "btc_trend_001",
  "name": "BTC Trend Pullback",
  "type": "trend_following",
  "hypothesis": "BTC trends tend to continue after shallow pullbacks",

  "assets": ["BTC-USD"],
  "timeframe": "1h",

  "indicators": {
    "primary": "EMA_20_50",
    "filter": "volatility_regime"
  },

  "entry": {
    "condition": "price < EMA20 && trend == UP",
    "max_positions": 1
  },

  "exit": {
    "stop_loss": "0.88%",
    "take_profit": "1.76%"
  },

  "walk_forward": {
    "train_period": "6M",
    "validation_period": "2M",
    "test_period": "2M"
  },

  "results": {
    "total_return": "+22.3%",
    "max_drawdown": "-8.1%",
    "sharpe": 1.85,
    "win_rate": "58%",
    "profit_factor": 2.1
  },

  "status": "validated",
  "live_ready": false
}

Definition of Done

  • Mindestens 3 Strategien mit Scorecards
  • Jede Strategie: Walk-forward validated
  • Multi-Asset-Selektor implementiert
  • Regime-Filter getestet

Status: ⬜ PENDING (BLOCKER für Live)

Phase 8: Economics ⬜ PENDING

Ziele

  • Profitabilität prüfen
  • Infrastructure costs
  • Break-even analysis

Deliverables

Report Inhalt
Monthly PnL Projection Expected return
Infra Cost Estimate Server, API, etc.
Break-even Gap Trades/day needed
Risk-adjusted Returns Sharpe, Sortino

Economic Warning

Wenn: projected_monthly_pnl < infra_cost
Dann: ECONOMIC_WARNING in Reports
Aber: KEIN Trading-Stop (nur Info)

Definition of Done

  • Alle Reports implementiert
  • Break-even berechnet
  • Warnings funktionieren

Status: ⬜ PENDING

Phase 9: Review & Gate ⬜ PENDING

Ziele

  • Final validation
  • Manuelle Freigabe
  • Go/No-Go Entscheidung

Deliverables

docs/
├── phase_9_review_checklist.md
├── go_no_go_decision.md
└── sign_off_form.md

Review Checklist

# Item Owner Status
1 All Phases 0-8 Complete System [ ]
2 All Tests Passing QA [ ]
3 Strategy Lab Complete Research [ ]
4 Economics Positive Analyst [ ]
5 Security Audit Passed Security [ ]
6 On-Call Schedule Ready Ops [ ]
7 Rollback Tested Dev [ ]
8 Manual Sign-off User [ ]

Go/No-Go Form

╔══════════════════════════════════════════════════════════════╗
║  LIVE TRADING GO/NO-GO DECISION                              ║
╠══════════════════════════════════════════════════════════════╣
║                                                                ║
║  Date: _______________                                        ║
║                                                                ║
║  I confirm that:                                              ║
║  [ ] All Phases 0-9 are complete                              ║
║  [ ] All tests passing                                        ║
║  [ ] Strategy Lab validated                                   ║
║  [ ] Economics checked                                        ║
║  [ ] Security reviewed                                        ║
║                                                                ║
║  Decision:  [ ] GO    [ ] NO-GO                               ║
║                                                                ║
║  If GO, I enable:                                             ║
║  [ ] ENABLE_EXECUTION_LIVE=true                               ║
║  [ ] MAINNET_TRADING_ALLOWED=true                             ║
║                                                                ║
║  Signature: _________________                                   ║
║                                                                ║
╚══════════════════════════════════════════════════════════════╝

Definition of Done

  • Checklist complete
  • Sign-off obtained
  • Live mode enabled (manual only)

Status: ⬜ PENDING

Current Status Summary

Phase Status Blocking?
0 ✅ Complete No
1 🔄 In Progress No
2 ⬜ Pending Yes
3 ⬜ Pending Yes
4 ⬜ Pending Yes
5 ⬜ Pending Yes
6 ⬜ Pending Yes
7 ⬜ Pending BLOCKS LIVE
8 ⬜ Pending Yes
9 ⬜ Pending BLOCKS LIVE

Next Actions

  1. Phase 1: Complete ADRs + Skeleton
  2. Phase 2: Build Core Reliability
  3. Phase 3-6: Observability, Boundaries, Operations, Tests
  4. Phase 7: Strategy Lab (MANDATORY)
  5. Phase 8-9: Economics + Gate

→ ERST DANN: Manuelle Live-Freigabe

Document Version: 1.0
Last Updated: 2026-03-06
Status: Phase 1 in Progress