autotrade signal.rs — TradeSignal + SignalAction Types (P2.1)

Canonical signal type that all autotrade sources emit to trigger trades. Implemented in crates/polymarket-fetch/src/pmv2/autotrade/signal.rs on branch autotrade-foundation.

Superseded shape (2026-06-17)

The SignalAction::{Enter{reference_price},Exit} discriminator documented below was replaced by an Execution enum (Directive{max_price} for weather vs Context{reference_price,conviction,source_score} for cohort) when TradeSignal was generalized for multi-source NATS ingestion. dedup_key() now returns signal_id directly. The cohort signal_id is set equal to the legacy dedup_key(..,"enter",..) so dedup stays byte-identical mid-migration. See pmv2-position-manager-nats-consumer for the current shape.

Location

• File: crates/polymarket-fetch/src/pmv2/autotrade/signal.rs
• Module declared in: crates/polymarket-fetch/src/pmv2/autotrade/mod.rs as pub mod signal;

Public Surface

SignalAction enum

Variant	Fields	Purpose
Enter	reference_price: f64	Request to open a position; reference_price is frozen at first detection and feeds the chase guard in the engine
Exit	—	Request to close an existing position

SignalAction::label() is a const fn returning "enter" or "exit". Clippy use_self lint: match arms use Self::Enter/Self::Exit (not SignalAction::).

TradeSignal struct

Field	Type	Purpose
source_id	&'static str	Identifies which signal source emitted this (e.g. "first_mover")
action	SignalAction	Enter or Exit
condition_id	String	CTF condition ID for the market
outcome_index	u8	Outcome side (YES=0, NO=1 typically)
outcome_label	String	Human-readable outcome label
event_slug	String	Gamma event slug
slug	String	Market slug
origin_ref	String	Opaque ref to the event/row that triggered this signal (for tracing)
conviction	f64	bet_confidence value from the scoring layer; feeds position sizing
source_score	Option<f64>	Emitter’s trader score, if available
tier	Option<Tier>	Tier classification from pmv2_traders; Tier::Core is the first launch cohort
instance	String	Unique instance ID for dedup/idempotency

Tier re-export

pub use crate::pmv2::model::Tier; — Tier was already pub in the model with variants Core, Proven, Emerging. No model changes were needed; the re-export makes it convenient to import from signal.rs.

TradeSignal::dedup_key()

Delegates entirely to crate::pmv2::autotrade::orders::dedup_key() using all 6 discriminators. This keeps the single dedup definition in orders.rs as the canonical reference; signal.rs calls it rather than re-implementing it.

Tests

2 unit tests, both passing:

1. dedup_key_uses_all_discriminators — builds a TradeSignal, mutates each of the 6 discriminators in turn, asserts each mutation changes the dedup key
2. exit_action_key_differs_from_enter — same signal with Enter vs Exit produces a different key (action is one of the 6 discriminators)

Clippy Compliance

Passes scripts/gate.sh clean (clippy pedantic+nursery with -D warnings). Key fix applied:

Clippy fix applied

fn label() promoted to const fn label() to satisfy the missing_const_for_fn lint. Match arms use Self::Enter/Self::Exit to satisfy the use_self lint — the function was originally written with SignalAction::, which clippy rejects.

Design Notes

For Agents

TradeSignal is the single pluggable seam between any signal source and the engine. The engine’s ingest(&TradeSignal) method is source-agnostic — the same sizing/risk/execution/reconcile machinery handles every source. Adding a new source = implement an emitter that populates and hands over a TradeSignal. The instance field carries the idempotency key all the way to order placement.

reference_price semantics

The Enter variant carries reference_price, which is frozen at the moment of first detection by the signal source. The engine uses this to gate the marketable-limit FAK chase — if the current ask drifts too far above reference_price, the order is skipped (chase guard). This is important: sources must capture the price they observed, not defer to the engine.

dedup_key ownership

The canonical dedup function lives in orders.rs, not signal.rs. If the discriminator set ever changes, change it in orders.rs — TradeSignal::dedup_key() will automatically reflect it since it just delegates.

Relationship to Autotrade Plan

This is P2.1 — the canonical signal type. The task sequence on autotrade-foundation:

Task	Description
Task 1	Vendor + pin rs-clob-client-v2 into crates/polymarket-clob/
Task 2	authz.rs — owner-only command authorization (see autotrade-authz-module)
P2.1	signal.rs — TradeSignal + SignalAction types (this note)
Next	engine::ingest(&TradeSignal) implementation; first-mover source emitter

Related

• pmv2-autotrade-engine-design — full engine design (locked); TradeSignal is the ingest seam
• autotrade-authz-module — Task 2 (authz); same branch
• first-mover-overlap-watcher — first signal source the engine will consume
• pmv2-two-tier-trader-scoring — Tier and conviction/bet_confidence originate here
• polymarket-fetch — project overview