Skip to content

M5 — Pre-Live-Hardening Summary

✅ Deliverables Complete | 22/22 Tests PASSED

Status: SECURITY-ONLY / PRE-LIVE
Execution: ENABLE_EXECUTION=false (hardcoded safety)
Ziel: Exchange-Integration hinter Feature-Flags, keine echten Orders

📁 Deliverables

1) M5a Architektur-Skizze

File: docs/M5a_architecture.md

┌─────────────────────────────────────────────────────────────────┐
│                      M5a Architektur                            │
├─────────────────────────────────────────────────────────────────┤
│  Secret Store  ──▶  Exchange Client  ◀──  FEATURE FLAGS       │
│  (ENV/Vault)         (Testnet only)       ENABLE_EXECUTION    │
│                        │                     = false            │
│                        ▼                                      │
│              ┌──────────────────┐                             │
│              │  PreTradeGuard   │                             │
│              │  (M5b Validation)│                             │
│              └──────────────────┘                             │
│                        │                                      │
│         ┌──────────────┼──────────────┐                       │
│         ▼              ▼              ▼                       │
│    Position Sync   Resume Protocol  Event Log                 │
│       (M5c)           (M5d)         (Audit)                   │
└─────────────────────────────────────────────────────────────────┘

Key Points: - Testnet-only in M5 (Mainnet explizit blockiert) - Secrets ausschließlich aus ENV/Secret-Store - Key-Masking in Logs (1234...5678) - Hash für Audit-Trail (SHA256)

2) Secret Handling Konzept

File: docs/M5_secrets_concept.md

Grundprinzipien

Prinzip Umsetzung
Never in Repo Keine Keys in Git
Never in Logs Maskierte Ausgabe
Never in Files Nur ENV/Secret Store
Least Privilege Testnet-only Keys
Rotation Ready 90-Tage Zyklus
Audit Trail Jeder Zugriff geloggt

API Key Matrix

Key Quelle Rechte M5-Status
BINANCE_API_KEY ENV SPOT_TRADE (Testnet) ✅ Required
BINANCE_API_SECRET ENV Signatur ✅ Required
VAULT_ADDR ENV (opt) Config ⚪ Optional

Key Masking

SecretProvider.mask('abcdefghijklmnop') // → "abcd...mnop"
SecretProvider.hash('api_key_123456')   // → "a1b2c3d4..."

3) Liste aller Pre-Trade-Checks

File: docs/M5b_pretrade_checks.md

1.1 Market Data Checks

# Check FAIL → Event
1.1.1 Symbol tradable REJECT MARKET_SYMBOL_INVALID
1.1.2 Market data vorhanden REJECT MARKET_DATA_MISSING
1.1.3 Last price != 0 REJECT MARKET_PRICE_ZERO
1.1.4 Price nicht stale REJECT MARKET_PRICE_STALE
1.1.5 Spread < max REJECT MARKET_SPREAD_TOO_WIDE
1.1.7 Kein trading halt BLOCK MARKET_TRADING_HALT

1.2 Order Parameter Checks

# Check FAIL → Event
2.1.1 Order size > 0 REJECT ORDER_SIZE_ZERO
2.1.4 Notional >= min REJECT ORDER_NOTIONAL_TOO_SMALL
2.1.5 Notional <= max BLOCK ORDER_NOTIONAL_TOO_LARGE

1.3 Risk & Portfolio Checks

# Check FAIL → Event
3.1.1 Max Positions BLOCK RISK_MAX_POSITIONS
3.1.2 Max per Asset BLOCK RISK_MAX_ASSET_POSITIONS
3.1.6 Circuit Breaker BLOCK CIRCUIT_BREAKER_ACTIVE

1.4 System Health Checks

# Check FAIL → Event
4.1.1 ENABLE_EXECUTION BLOCK EXECUTION_DISABLED
4.1.2 Watchdog fresh BLOCK WATCHDOG_STALE
4.1.3 Reconcile OK BLOCK RECONCILE_FAILED
4.1.4 Keine unmanaged BLOCK UNMANAGED_POSITIONS

4) Resume-Checkliste

File: docs/M5d_resume_protocol.md

Resume-Phasen

PREFLIGHT ──▶ DRY-RUN ──▶ [M5 STOPS HERE] ──▶ CANARY ──▶ SMALL-SIZE
    │            │                                        │
    ▼            ▼                                        ▼
 GO/NO-GO    GO/NO-GO                               GO/NO-GO
                                   ▲
                                   │
                              MANUAL ENABLE
                              (separater Release!)

Preflight Checklist

  • Version Check
  • Config Validation
  • ENABLE_EXECUTION=false ← M5!
  • API Keys (Testnet)
  • Key Masking verified
  • Market Data OK
  • Risk Engine ready
  • Observability ready

Dry-Run Phase

  • 5+ Simulated Orders
  • All Validations Pass
  • No Errors
  • Events Logged

M5 Entscheidung

Ergebnis Aktion
Preflight + Dry-Run = PASS ✅ M5 COMPLETE
Pre-Live-Hardening OK Stoppe hier, kein Live-Trading
Canary/Small-Size ERST in M6 (separates GO/NO-GO)

🔧 Implementierte Module

src/secrets/secret_provider.js

  • Credentials aus ENV laden
  • Key-Masking (1234...5678)
  • SHA256 Hash für Audit
  • Validierung (Länge, Patterns)

src/pre_trade_guard.js

  • 15+ Pre-Trade Checks
  • Events für alle Validierungen
  • CLEAR Error Messages
  • Keine stillen Fails

src/position_sync.js

  • Real-time sync gegen Exchange
  • Safety Block bei unmanaged Positions
  • Reconcile mit diff-Tracking
  • Event-driven updates

src/exchange/exchange_client.js

  • Testnet-only (M5)
  • Mainnet explizit blockiert
  • Retry-Logik mit Exponential Backoff
  • NO-OP Mode ohne Credentials

src/resume_protocol.js

  • Phasen-basiertes Resume
  • GO/NO-GO Checkpoints
  • M5: Stop nach Dry-Run

🧪 Test Suite

File: tests/M5e_security_tests.test.js

Test Results: ✅ 22/22 PASSED

📦 Secret Handling Tests     6/6  ✅
🚩 Feature Flag Tests        2/2  ✅
🛡️ Pre-Trade Validation       9/9  ✅
🔄 Position Sync Tests        3/3  ✅
🌐 Exchange Client Tests      2/2  ✅
                              ───
TOTAL                       22/22 ✅

Getestete Szenarien

Test Beschreibung
SH-01 Keys aus ENV laden
SH-04 Credential Validierung
PT-01 Execution disabled blockiert Orders
PT-03 Zero-Price Rejection
PT-08 Unmanaged Position = Safety Block
PS-01 Safety Block bei Exchange-Mismatch
EC-01 NO-OP ohne Credentials

📋 M5 Checkliste

Architektur

  • M5a Architektur-Skizze
  • Secret Provider Interface
  • Exchange Client Skeleton
  • Feature Flag System

Security

  • ENV-only Credentials
  • Key Masking in Logs
  • Hash für Audit
  • Testnet-only (Mainnet blockiert)

Validation

  • Pre-Trade Guard implementiert
  • Alle 15+ Checks
  • Event Logging
  • Keine stillen Fails

Position Sync

  • Real-time Sync
  • Managed vs Unmanaged
  • Safety Block
  • Reconcile Logic

Resume Protocol

  • Preflight Checklist
  • Dry-Run Phase
  • M5 Stop nach Dry-Run
  • GO/NO-GO Logik

Tests

  • 22/22 Tests passing
  • Security Tests
  • Execution Blocking
  • Position Sync Safety

🚀 Nächste Schritte (M6)

M5 ist COMPLETE. Für Live-Trading:

  1. Separate M6 Planung
  2. Canary Phase ($10 Trade)
  3. Small-Size Phase ($25/Trade)

  4. Full Trading Resume

  5. GO/NO-GO für M6

  6. Manuelle Bestätigung erforderlich
  7. ENABLE_EXECUTION=true setzen

  8. 24h Monitoring nach Canary

  9. Erst nach M5 Release

  10. M5 Dokumentation reviewed
  11. Security Audit complete
  12. Alle Tests passing

🎯 M5 STATUS: PRE-LIVE-HARDENING COMPLETE ✅