docs(compliance): close GAP-28 (#500) and flip GAP-30 (#533) to done#534
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GAP-28 (#500): document the dynamic last-trade collar as a layered defense fully wired at the gateway decode edge (priceBandPercent → HostRouter.LastTradePriceMantissa → dispatcher _lastTradePriceBySecurity → PriceExceedsCurrentPriceBand). An engine-resident duplicate is intentionally not pursued: it would duplicate the working guardrail and force a snapshot codec version bump for an engine-owned last-trade reference. GAP-30 (#533): ExecRestatementReason=210 (CANCEL_REMAINING_FROM_SWEEP_CROSS) is not applicable and not a schema gap. Value 210 exists only on ExecutionReport_Cancel (id=202), absent from ExecutionReport_New (id=200) in schema 8.4.2. This simulator rests the sweep residual (emits ER_New, IOC cancel suppressed), so no ER_Cancel carries 210. Flip GAP-30 to done. Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
This was referenced Jun 22, 2026
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Documentation-only follow-up from the pre-scope of the remaining open issues. No code, no codec changes.
GAP-28 / #500 — dynamic last-trade collar
The dynamic last-trade-relative collar already functions end-to-end at the gateway decode edge:
tcp.priceBandPercent→LastTradePriceProvider→HostRouter.LastTradePriceMantissa→ the dispatcher's durable per-security_lastTradePriceBySecurity→ reject outside[lastTrade·(1−pct), lastTrade·(1+pct)]withPriceExceedsCurrentPriceBand(wire 16). The engine already enforces the static band and the auction-phase TOP collar.An engine-resident duplicate of the dynamic collar is intentionally not pursued: it would duplicate the working gateway guardrail and force a snapshot codec version bump (v6→v7) to give the engine its own persisted last-trade reference. Closes #500.
GAP-30 / #533 — ExecRestatementReason=210
ExecRestatementReason=210(CANCEL_REMAINING_FROM_SWEEP_CROSS) is not applicable and not a schema gap. Value 210 exists only onExecutionReport_Cancel(id=202) — it is absent fromExecutionReport_New(id=200) in schema 8.4.2 — and annotates a cancelled sweep residual. This simulator instead lets the residual rest (phase 2 emits ER_New, phase-1 IOC cancel suppressed), so no ER_Cancel is ever emitted to carry 210. Flips GAP-30 todone. Closes #533.#464 — MassQuote
Resolved by research (no doc row change): no schema > 8.4.2 exists,
MassQuotenever appears in the EntryPoint changelog, and theQuote*templates (401-405) are Termo/Forward-bound (privateQuotehardcoded TRUE, mandatorydaysToSettlement/fixedRate). Stays closed-as-blocked; closing comment posted on the issue.Research/scope decisions approved by @pedrosakuma.