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994 B

ADDED Requirements

Requirement: TWAP observations belong to existing filled positions

The service SHALL publish immutable TWAP observations only on matching existing Phoenix positions whose order has a positive actual fill and remaining executions. It SHALL preserve counters, quantities, nullable price and observation/estimated times without UI formatting. No new position SHALL be synthesized. TWAP errors SHALL retain the complete prior venue observation with failure status. Polling frequency SHALL remain unchanged.

Scenario: Unfilled order or no position

  • WHEN an active TWAP has no actual fills or has no matching open position
  • THEN it is absent from every overview row and cannot create a visible venue

Scenario: TWAP read fails

  • WHEN the TWAP read fails after a successful venue observation
  • THEN prior positions, TWAP observations and original timestamps remain with failed venue status
  • AND other venues and wallets continue refreshing