FIX: reprice LMT orders n times, then replace with MKT; add new weight verification endpoint

.vscode/launch.json

@@ -44,7 +44,7 @@
       "name": "Azure Functions (host + attach)",
       "type": "coreclr",
       "request": "attach",
-      "preLaunchTask": "func: host start (with azurite)",
+      "preLaunchTask": "func: host start",
       "processId": "${command:azureFunctions.pickProcess}"
     },
     {

.vscode/settings.json

@@ -1,4 +1,5 @@
 {
+  "dotnetAcquisitionExtension.sharedExistingDotnetPath": "/usr/local/share/dotnet/dotnet",
   "dotnet.server.useOmnisharp": false,
   "dotnet.completion.showCompletionItemsFromUnimportedNamespaces": true,
   "dotnet.codeLens.enableReferencesCodeLens": true,
@@ -7,5 +8,7 @@
   "azureFunctions.projectRuntime": "~4",
   "debug.internalConsoleOptions": "neverOpen",
   "azureFunctions.preDeployTask": "publish (functions)",
-  "azureFunctions.projectSubpath": "src/YoloFunk"
+  "azureFunctions.projectSubpath": "src/YoloFunk",
+  "xml.format.maxLineWidth": 0,
+  "xml.format.splitAttributes": "preserve"
 }

.vscode/tasks.json

@@ -2,11 +2,20 @@
   "version": "2.0.0",
   "tasks": [
     {
-      "type": "dotnet",
-      "task": "build",
+      "label": "build",
+      "type": "process",
+      "command": "dotnet",
+      "args": [
+        "build",
+        "${workspaceFolder}/Yolo.slnx",
+        "/property:GenerateFullPaths=true",
+        "/consoleloggerparameters:NoSummary"
+      ],
       "group": "build",
-      "problemMatcher": [],
-      "label": "build"
+      "problemMatcher": "$msCompile",
+      "options": {
+        "cwd": "${workspaceFolder}"
+      }
     },
     {
       "label": "clean (functions)",
@@ -78,37 +87,6 @@
         "cwd": "${workspaceFolder}"
       }
     },
-    {
-      "label": "Azurite: Start",
-      "type": "process",
-      "command": "npx",
-      "args": [
-        "--yes",
-        "azurite",
-        "--location",
-        "${workspaceFolder}",
-        "--silent"
-      ],
-      "isBackground": true,
-      "problemMatcher": {
-        "owner": "azurite",
-        "pattern": {
-          "regexp": "^(.*)$",
-          "message": 1
-        },
-        "background": {
-          "activeOnStart": true,
-          "beginsPattern": ".*Azurite Blob service is starting.*",
-          "endsPattern": ".*Azurite Table service is successfully listening at.*"
-        }
-      }
-    },
-    {
-      "label": "func: host start (with azurite)",
-      "dependsOn": ["Azurite: Start", "func: host start"],
-      "dependsOrder": "sequence",
-      "problemMatcher": []
-    },
     {
       "type": "func",
       "label": "func: host start",

Directory.Packages.props

@@ -1,50 +1,47 @@
 <Project>
   <ItemGroup>
     <PackageVersion Include="Azure.Data.Tables" Version="12.11.0" />
-    <PackageVersion Include="Azure.Identity" Version="1.17.1" />
-    <PackageVersion Include="Azure.Security.KeyVault.Keys" Version="4.8.0" />
+    <PackageVersion Include="Azure.Identity" Version="1.19.0" />
+    <PackageVersion Include="Azure.Security.KeyVault.Keys" Version="4.9.0" />
     <PackageVersion Include="Azure.Storage.Blobs" Version="12.27.0" />
-    <PackageVersion Include="coverlet.collector" Version="8.0.0" />
-    <PackageVersion Include="coverlet.msbuild" Version="8.0.0" />
+    <PackageVersion Include="coverlet.collector" Version="8.0.1" />
+    <PackageVersion Include="coverlet.msbuild" Version="8.0.1" />
     <PackageVersion Include="CsvHelper" Version="33.1.0" />
-    <PackageVersion Include="HyperLiquid.Net" Version="3.8.0" />
+    <PackageVersion Include="HyperLiquid.Net" Version="3.10.0" />
     <PackageVersion Include="MathNet.Numerics" Version="5.0.0" />
     <PackageVersion Include="Microsoft.ApplicationInsights.WorkerService" Version="2.23.0" />
     <PackageVersion Include="Microsoft.ApplicationInsights" Version="2.23.0" />
     <PackageVersion Include="Microsoft.Azure.Functions.Worker" Version="2.51.0" />
     <PackageVersion Include="Microsoft.Azure.Functions.Worker.ApplicationInsights" Version="2.50.0" />
-    <PackageVersion Include="Microsoft.Azure.Functions.Worker.Extensions.DurableTask"
-      Version="1.14.1" />
-    <PackageVersion Include="Microsoft.Azure.Functions.Worker.Extensions.Http.AspNetCore"
-      Version="2.1.0" />
+    <PackageVersion Include="Microsoft.Azure.Functions.Worker.Extensions.DurableTask" Version="1.16.1" />
+    <PackageVersion Include="Microsoft.Azure.Functions.Worker.Extensions.Http.AspNetCore" Version="2.1.0" />
     <PackageVersion Include="Microsoft.Azure.Functions.Worker.Extensions.Timer" Version="4.3.1" />
     <PackageVersion Include="Microsoft.Azure.Functions.Worker.Sdk" Version="2.0.7" />
     <PackageVersion Include="Microsoft.Data.Analysis" Version="0.23.0" />
-    <PackageVersion Include="Microsoft.Extensions.Configuration" Version="10.0.3" />
-    <PackageVersion Include="Microsoft.Extensions.Configuration.Abstractions" Version="10.0.3" />
-    <PackageVersion Include="Microsoft.Extensions.Configuration.Binder" Version="10.0.3" />
-    <PackageVersion Include="Microsoft.Extensions.Configuration.EnvironmentVariables"
-      Version="10.0.3" />
-    <PackageVersion Include="Microsoft.Extensions.Configuration.FileExtensions" Version="10.0.3" />
-    <PackageVersion Include="Microsoft.Extensions.Configuration.Json" Version="10.0.3" />
-    <PackageVersion Include="Microsoft.Extensions.Configuration.KeyPerFile" Version="10.0.3" />
-    <PackageVersion Include="Microsoft.Extensions.Logging" Version="10.0.3" />
-    <PackageVersion Include="Microsoft.Extensions.Logging.Abstractions" Version="10.0.3" />
-    <PackageVersion Include="Microsoft.Extensions.Logging.Console" Version="10.0.3" />
-    <PackageVersion Include="Microsoft.NET.Test.Sdk" Version="18.0.1" />
+    <PackageVersion Include="Microsoft.Extensions.Configuration" Version="10.0.5" />
+    <PackageVersion Include="Microsoft.Extensions.Configuration.Abstractions" Version="10.0.5" />
+    <PackageVersion Include="Microsoft.Extensions.Configuration.Binder" Version="10.0.5" />
+    <PackageVersion Include="Microsoft.Extensions.Configuration.EnvironmentVariables" Version="10.0.5" />
+    <PackageVersion Include="Microsoft.Extensions.Configuration.FileExtensions" Version="10.0.5" />
+    <PackageVersion Include="Microsoft.Extensions.Configuration.Json" Version="10.0.5" />
+    <PackageVersion Include="Microsoft.Extensions.Configuration.KeyPerFile" Version="10.0.5" />
+    <PackageVersion Include="Microsoft.Extensions.Logging" Version="10.0.5" />
+    <PackageVersion Include="Microsoft.Extensions.Logging.Abstractions" Version="10.0.5" />
+    <PackageVersion Include="Microsoft.Extensions.Logging.Console" Version="10.0.5" />
+    <PackageVersion Include="Microsoft.NET.Test.Sdk" Version="18.3.0" />
     <PackageVersion Include="Moq" Version="4.20.72" />
     <PackageVersion Include="Moq.Contrib.HttpClient" Version="1.4.0" />
-    <PackageVersion Include="Nethereum.Signer" Version="5.8.0" />
-    <PackageVersion Include="Nethereum.Signer.EIP712" Version="5.8.0" />
-    <PackageVersion Include="Nethereum.Util" Version="5.8.0" />
+    <PackageVersion Include="Nethereum.Signer" Version="6.0.4" />
+    <PackageVersion Include="Nethereum.Signer.EIP712" Version="6.0.4" />
+    <PackageVersion Include="Nethereum.Util" Version="6.0.4" />
     <PackageVersion Include="Newtonsoft.Json" Version="13.0.4" />
     <PackageVersion Include="Serilog.Extensions.Logging" Version="10.0.0" />
     <PackageVersion Include="Serilog.Extensions.Logging.File" Version="3.0.0" />
     <PackageVersion Include="Shouldly" Version="4.3.0" />
-    <PackageVersion Include="Snapshooter.Xunit" Version="1.3.0" />
+    <PackageVersion Include="Snapshooter.Xunit" Version="1.3.1" />
     <PackageVersion Include="Spectre.Console" Version="0.54.0" />
-    <PackageVersion Include="System.Drawing.Common" Version="10.0.3" />
-    <PackageVersion Include="System.Text.Json" Version="10.0.3" />
+    <PackageVersion Include="System.Drawing.Common" Version="10.0.5" />
+    <PackageVersion Include="System.Text.Json" Version="10.0.5" />
     <PackageVersion Include="Utility.CommandLine.Arguments" Version="6.0.0" />
     <PackageVersion Include="xunit" Version="2.9.3" />
     <PackageVersion Include="xunit.runner.visualstudio" Version="3.1.5" />

README.md

@@ -212,6 +212,52 @@ Center  // (default)
 Edge
 ```
 
+## Azure Functions - Effective Weights Verification
+
+The function app exposes verification endpoints that calculate and return effective rebalance weights using each strategy's configured Hyperliquid account context.
+
+Routes:
+
+- `GET /api/rebalance/yolodaily/effective-weights`
+- `GET /api/rebalance/unraveldaily/effective-weights`
+
+The account context is taken from:
+
+- `Strategies.<Strategy>.Hyperliquid.Address`
+- `Strategies.<Strategy>.Hyperliquid.VaultAddress`
+
+Notes:
+
+- Endpoints use `AuthorizationLevel.Function`.
+- Callers cannot override `address` or `vault` via query parameters.
+- Response includes both raw target and constrained/effective weights to validate rebalance behavior.
+
+Example response shape:
+
+```json
+{
+  "strategy": "yolodaily",
+  "address": "0x...",
+  "vaultAddress": "0x...",
+  "generatedAtUtc": "2026-02-23T12:34:56Z",
+  "nominal": 100000.0,
+  "weightConstraint": 0.85,
+  "weights": [
+    {
+      "token": "BTC",
+      "rawTargetWeight": 0.12,
+      "constrainedTargetWeight": 0.102,
+      "currentWeight": 0.09,
+      "effectiveWeight": 0.102,
+      "deltaWeight": 0.012,
+      "isInUniverse": true,
+      "withinTradeBuffer": false,
+      "hasTradableMarket": true
+    }
+  ]
+}
+```
+
 ### Yolo/SpreadSplit
 
 This setting determines the placement of the limit price within the bid-ask price spread and can take any value between 0 and 1 (values greater than 1 will be treated as 1).

src/YoloAbstractions/BrokerAccountContext.cs

@@ -0,0 +1,3 @@
+namespace YoloAbstractions;
+
+public sealed record BrokerAccountContext(string? Address, string? VaultAddress);

src/YoloAbstractions/BrokerOrderEvent.cs

@@ -0,0 +1,8 @@
+namespace YoloAbstractions;
+
+public record BrokerOrderEvent(
+    string ClientOrderId,
+    Order Order,
+    bool Success,
+    string? Error = null,
+    int? ErrorCode = null);

src/YoloAbstractions/Config/YoloConfig.cs

@@ -11,7 +11,8 @@ public record YoloConfig
     public decimal SpreadSplit { get; init; } = 0.5m;
     public decimal? MinOrderValue { get; init; } = 10;
     public bool KillOpenOrders { get; init; } = false;
-    public string UnfilledOrderTimeout { get; init; } = "00:05:00"; // Default 5 minutes
+    public string UnfilledOrderTimeout { get; init; } = "00:00:30";
+    public int MaxRepriceRetries { get; init; } = 2;
     public double? MaxWeightingAbs { get; init; }
     public IReadOnlyDictionary<FactorType, decimal> FactorWeights { get; init; } = new Dictionary<FactorType, decimal>();
     public NormalizationMethod NormalizationMethod { get; init; } = NormalizationMethod.None;

src/YoloAbstractions/Interfaces/ITradeAdvisor.cs

@@ -0,0 +1,10 @@
+namespace YoloAbstractions.Interfaces;
+
+public interface ITradeAdvisor
+{
+    /// <summary>
+    /// Called when a limit order times out. Returns the replacement trade to place (with fresh
+    /// prices and positions), or null if the position is already within target (nothing to do).
+    /// </summary>
+    Task<Trade?> GetReplacementTradeAsync(Trade timedOutTrade, CancellationToken ct = default);
+}

src/YoloAbstractions/OrderManagementSettings.cs

@@ -1,12 +1,3 @@
 namespace YoloAbstractions;
 
-public record OrderManagementSettings(
-    TimeSpan UnfilledOrderTimeout = default,
-    bool SwitchToMarketOnTimeout = true,
-    TimeSpan StatusCheckInterval = default)
-{
-    public static OrderManagementSettings Default => new(
-        UnfilledOrderTimeout: TimeSpan.FromMinutes(5),
-        SwitchToMarketOnTimeout: true,
-        StatusCheckInterval: TimeSpan.FromSeconds(30));
-}
+public record OrderManagementSettings(TimeSpan UnfilledOrderTimeout, int MaxRepriceRetries);

src/YoloAbstractions/Trade.cs

@@ -27,7 +27,7 @@ public bool IsTradable(decimal? minOrderValue = null)
             return false;
 
         // Ensure the order value meets the minimum requirement
-        return ReduceOnly == true || !minOrderValue.HasValue || !LimitPrice.HasValue || !(AbsoluteAmount * LimitPrice.Value < minOrderValue);
+        return !minOrderValue.HasValue || !LimitPrice.HasValue || !(AbsoluteAmount * LimitPrice.Value < minOrderValue);
     }
 
     public decimal AbsoluteAmount => Math.Abs(Amount);

src/YoloApp/Commands/RebalanceCommand.cs

@@ -1,39 +1,44 @@
-using Microsoft.Extensions.Logging;
-
-using System.Threading.Channels;
+using System.Threading.Channels;
 
 using YoloAbstractions;
 using YoloAbstractions.Config;
 using YoloAbstractions.Extensions;
 using YoloAbstractions.Interfaces;
 using YoloApp.Extensions;
 using YoloBroker.Interface;
+using YoloTrades;
+
 using Microsoft.Extensions.Options;
+using Microsoft.Extensions.Logging;
 
 namespace YoloApp.Commands;
 
 public class RebalanceCommand : ICommand
 {
     private readonly ICalcWeights _weightsService;
     private readonly ITradeFactory _tradeFactory;
+    private readonly IOrderManager _orderManager;
     private readonly IYoloBroker _broker;
     private readonly YoloConfig _yoloConfig;
     private readonly ILogger<RebalanceCommand> _logger;
-    public RebalanceCommand(ICalcWeights weightsService, ITradeFactory tradeFactory, IYoloBroker broker, IOptions<YoloConfig> options, ILogger<RebalanceCommand> logger)
-        : this(weightsService, tradeFactory, broker, options.Value, logger)
+
+    public RebalanceCommand(ICalcWeights weightsService, ITradeFactory tradeFactory, IOrderManager orderManager, IYoloBroker broker, IOptions<YoloConfig> options, ILogger<RebalanceCommand> logger)
+        : this(weightsService, tradeFactory, orderManager, broker, options.Value, logger)
     {
     }
 
-    public RebalanceCommand(ICalcWeights weightsService, ITradeFactory tradeFactory, IYoloBroker broker, YoloConfig yoloConfig, ILogger<RebalanceCommand> logger)
+    public RebalanceCommand(ICalcWeights weightsService, ITradeFactory tradeFactory, IOrderManager orderManager, IYoloBroker broker, YoloConfig yoloConfig, ILogger<RebalanceCommand> logger)
     {
         ArgumentNullException.ThrowIfNull(weightsService, nameof(weightsService));
         ArgumentNullException.ThrowIfNull(tradeFactory, nameof(tradeFactory));
+        ArgumentNullException.ThrowIfNull(orderManager, nameof(orderManager));
         ArgumentNullException.ThrowIfNull(broker, nameof(broker));
         ArgumentNullException.ThrowIfNull(yoloConfig, nameof(yoloConfig));
         ArgumentNullException.ThrowIfNull(logger, nameof(logger));
 
         _weightsService = weightsService;
         _tradeFactory = tradeFactory;
+        _orderManager = orderManager;
         _broker = broker;
         _yoloConfig = yoloConfig;
         _logger = logger;
@@ -90,18 +95,14 @@ public async Task ExecuteAsync(CancellationToken cancellationToken = default)
             return;
         }
 
-        var settings = OrderManagementSettings.Default with
-        {
-            UnfilledOrderTimeout = TimeSpan.TryParse(_yoloConfig.UnfilledOrderTimeout, out var timeout)
-                ? timeout
-                : OrderManagementSettings.Default.UnfilledOrderTimeout
-        };
+        var settings = new OrderManagementSettings(TimeSpan.Parse(_yoloConfig.UnfilledOrderTimeout), _yoloConfig.MaxRepriceRetries);
+        var advisor = new TradeAdvisor(weights, _tradeFactory, _broker, _yoloConfig.BaseAsset, _yoloConfig.AssetPermissions);
 
-        _logger.LogInformation("Managing orders for {TradeCount} trades", trades.Length);
+        _logger.LogInformation("Order management settings: {Settings}, Advisor={AdvisorType}", settings, advisor.GetType().Name);
 
         try
         {
-            await foreach (var update in _broker.ManageOrdersAsync(trades, settings, cancellationToken))
+            await foreach (var update in _orderManager.ManageOrdersAsync(trades, settings, advisor, cancellationToken))
             {
                 if (update.Type == OrderUpdateType.Error)
                 {