FA-56396 / Auction allocation rules / Open access
Amendment priority: price priority · case 01
Only upward price amendments lose auction queue priority.
ROOT CAUSE
Only upward price amendments lose auction queue priority.
VERIFIED REPAIR
Reset priority for either direction of price change.
Unsuccessful approach: The attempted repair uses x["now"] if x["new_price"]>x["old_price"] else x["stamp"]; the explicit regression cases demonstrate that this still violates the stipulated auction rule.
Case contract
A single auction order amendment tracks filled units, original queue stamp and an incoming replacement. Price change or size increase loses queue priority; reducing total size cannot erase existing fills. A cancel acknowledgment terminates remaining quantity. Integer stamps and quantities are nonnegative. Named decision price-priority: Reset priority for either direction of price change.
Why this case matters
Offline administrative auction model for software failure analysis.
1 / The failure
Exit 1"""Failure Map reference implementation. Python standard library only."""
import json
N = 1
observations = []
def solve(x):
v0 = x["now"] if x["new_total"]>x["total"] else x["stamp"]
v1 = x["stamp"]
v2 = max(x["filled"],x["new_total"])
v3 = max(0,x["new_total"]-x["filled"])
v4 = 0 if x["cancel"] and x["ack"] else max(0,x["total"]-x["filled"])
v5 = x["expected"]==x["revision"]
v6 = x["old_lot"]==x["new_lot"]
v7 = x["old_owner"]==x["new_owner"]
v8 = not x["frozen"] or (x["new_price"]==x["old_price"] and x["new_total"]<=x["total"])
v9 = x["revision"] if x["request_id"]==x["last_id"] else x["revision"]+1
return {'increase-priority':v0,'price-priority':v1,'filled-floor':v2,'remaining-recalculation':v3,'cancel-ack-gate':v4,'revision-compare':v5,'lot-immutability':v6,'owner-immutability':v7,'freeze-restriction':v8,'request-replay':v9}
def check(label, actual, expected):
observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [('lower price', {'old_price': 10, 'new_price': 8, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [8, 16, 24, 32, 40]), ('price replacement', {'old_price': 10, 'new_price': 12, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [8, 16, 24, 32, 40]), ('lower price / unrelated acknowledgment', {'old_price': 10, 'new_price': 8, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': True, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [8, 16, 24, 32, 40]), ('normal contract', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5]), ('unrelated acknowledgment', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': True, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5]), ('future revision', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 3, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5]), ('no collateral held', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 0, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5]), ('size increase', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 12, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5]), ('below executed size', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 2, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5]), ('acknowledged cancel', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': True, 'ack': True, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5])]
def vary(value):
if type(value) is int: return value*N
if isinstance(value,list): return [vary(v) for v in value]
if isinstance(value,dict): return {k:(v if k in ['count', 'delivery_index', 'disputed', 'maximum_set', 'minimum_set', 'stage', 'threshold', 'waived'] else vary(v)) for k,v in value.items()}
return value
for label, request, expected in fixtures:
check(label, solve(vary(request))['price-priority'], expected[N-1])
print(json.dumps({"observations": observations, "passed": all(x["passed"] for x in observations)}, ensure_ascii=False))
raise SystemExit(0 if all(x["passed"] for x in observations) else 1)
| Boundary fixture | Actual | Expected | Outcome |
|---|---|---|---|
| lower price | 1 | 8 | Failed |
| price replacement | 1 | 8 | Failed |
| lower price / unrelated acknowledgment | 1 | 8 | Failed |
| normal contract | 1 | 1 | Passed |
| unrelated acknowledgment | 1 | 1 | Passed |
| future revision | 1 | 1 | Passed |
| no collateral held | 1 | 1 | Passed |
| size increase | 1 | 1 | Passed |
| below executed size | 1 | 1 | Passed |
| acknowledged cancel | 1 | 1 | Passed |
SHA-256 / 25e4a915f839963bd1ae2a9b3226462fc14f35e89a186cd108acc944e3374fdb
2 / The unsuccessful fix
Exit 1"""Failure Map reference implementation. Python standard library only."""
import json
N = 1
observations = []
def solve(x):
v0 = x["now"] if x["new_total"]>x["total"] else x["stamp"]
v1 = x["now"] if x["new_price"]>x["old_price"] else x["stamp"]
v2 = max(x["filled"],x["new_total"])
v3 = max(0,x["new_total"]-x["filled"])
v4 = 0 if x["cancel"] and x["ack"] else max(0,x["total"]-x["filled"])
v5 = x["expected"]==x["revision"]
v6 = x["old_lot"]==x["new_lot"]
v7 = x["old_owner"]==x["new_owner"]
v8 = not x["frozen"] or (x["new_price"]==x["old_price"] and x["new_total"]<=x["total"])
v9 = x["revision"] if x["request_id"]==x["last_id"] else x["revision"]+1
return {'increase-priority':v0,'price-priority':v1,'filled-floor':v2,'remaining-recalculation':v3,'cancel-ack-gate':v4,'revision-compare':v5,'lot-immutability':v6,'owner-immutability':v7,'freeze-restriction':v8,'request-replay':v9}
def check(label, actual, expected):
observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [('lower price', {'old_price': 10, 'new_price': 8, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [8, 16, 24, 32, 40]), ('price replacement', {'old_price': 10, 'new_price': 12, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [8, 16, 24, 32, 40]), ('lower price / unrelated acknowledgment', {'old_price': 10, 'new_price': 8, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': True, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [8, 16, 24, 32, 40]), ('normal contract', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5]), ('unrelated acknowledgment', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': True, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5]), ('future revision', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 3, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5]), ('no collateral held', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 0, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5]), ('size increase', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 12, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5]), ('below executed size', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 2, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5]), ('acknowledged cancel', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': True, 'ack': True, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5])]
def vary(value):
if type(value) is int: return value*N
if isinstance(value,list): return [vary(v) for v in value]
if isinstance(value,dict): return {k:(v if k in ['count', 'delivery_index', 'disputed', 'maximum_set', 'minimum_set', 'stage', 'threshold', 'waived'] else vary(v)) for k,v in value.items()}
return value
for label, request, expected in fixtures:
check(label, solve(vary(request))['price-priority'], expected[N-1])
print(json.dumps({"observations": observations, "passed": all(x["passed"] for x in observations)}, ensure_ascii=False))
raise SystemExit(0 if all(x["passed"] for x in observations) else 1)
| Boundary fixture | Actual | Expected | Outcome |
|---|---|---|---|
| lower price | 1 | 8 | Failed |
| price replacement | 8 | 8 | Passed |
| lower price / unrelated acknowledgment | 1 | 8 | Failed |
| normal contract | 1 | 1 | Passed |
| unrelated acknowledgment | 1 | 1 | Passed |
| future revision | 1 | 1 | Passed |
| no collateral held | 1 | 1 | Passed |
| size increase | 1 | 1 | Passed |
| below executed size | 1 | 1 | Passed |
| acknowledged cancel | 1 | 1 | Passed |
SHA-256 / 4a83eed32a0a0ea447b9290c8acb51dcdc92b5bb05e10d353bdcce6777b4cc55
3 / The verified repair
Exit 0"""Failure Map reference implementation. Python standard library only."""
import json
N = 1
observations = []
def solve(x):
v0 = x["now"] if x["new_total"]>x["total"] else x["stamp"]
v1 = x["now"] if x["new_price"]!=x["old_price"] else x["stamp"]
v2 = max(x["filled"],x["new_total"])
v3 = max(0,x["new_total"]-x["filled"])
v4 = 0 if x["cancel"] and x["ack"] else max(0,x["total"]-x["filled"])
v5 = x["expected"]==x["revision"]
v6 = x["old_lot"]==x["new_lot"]
v7 = x["old_owner"]==x["new_owner"]
v8 = not x["frozen"] or (x["new_price"]==x["old_price"] and x["new_total"]<=x["total"])
v9 = x["revision"] if x["request_id"]==x["last_id"] else x["revision"]+1
return {'increase-priority':v0,'price-priority':v1,'filled-floor':v2,'remaining-recalculation':v3,'cancel-ack-gate':v4,'revision-compare':v5,'lot-immutability':v6,'owner-immutability':v7,'freeze-restriction':v8,'request-replay':v9}
def check(label, actual, expected):
observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [('lower price', {'old_price': 10, 'new_price': 8, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [8, 16, 24, 32, 40]), ('price replacement', {'old_price': 10, 'new_price': 12, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [8, 16, 24, 32, 40]), ('lower price / unrelated acknowledgment', {'old_price': 10, 'new_price': 8, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': True, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [8, 16, 24, 32, 40]), ('normal contract', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5]), ('unrelated acknowledgment', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': True, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5]), ('future revision', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 3, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5]), ('no collateral held', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 0, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5]), ('size increase', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 12, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5]), ('below executed size', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 2, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': False, 'ack': False, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5]), ('acknowledged cancel', {'old_price': 10, 'new_price': 10, 'total': 8, 'new_total': 6, 'filled': 3, 'stamp': 1, 'now': 8, 'cancel': True, 'ack': True, 'revision': 2, 'expected': 2, 'old_lot': 'A', 'new_lot': 'A', 'old_owner': 'a', 'new_owner': 'a', 'frozen': False, 'held': 8, 'request_id': 'r2', 'last_id': 'r1'}, [1, 2, 3, 4, 5])]
def vary(value):
if type(value) is int: return value*N
if isinstance(value,list): return [vary(v) for v in value]
if isinstance(value,dict): return {k:(v if k in ['count', 'delivery_index', 'disputed', 'maximum_set', 'minimum_set', 'stage', 'threshold', 'waived'] else vary(v)) for k,v in value.items()}
return value
for label, request, expected in fixtures:
check(label, solve(vary(request))['price-priority'], expected[N-1])
print(json.dumps({"observations": observations, "passed": all(x["passed"] for x in observations)}, ensure_ascii=False))
raise SystemExit(0 if all(x["passed"] for x in observations) else 1)
| Boundary fixture | Actual | Expected | Outcome |
|---|---|---|---|
| lower price | 8 | 8 | Passed |
| price replacement | 8 | 8 | Passed |
| lower price / unrelated acknowledgment | 8 | 8 | Passed |
| normal contract | 1 | 1 | Passed |
| unrelated acknowledgment | 1 | 1 | Passed |
| future revision | 1 | 1 | Passed |
| no collateral held | 1 | 1 | Passed |
| size increase | 1 | 1 | Passed |
| below executed size | 1 | 1 | Passed |
| acknowledged cancel | 1 | 1 | Passed |
SHA-256 / 88472153f9c8eebb16d36c3880a9320a7377b04c2530b001737da8caf36656b8
Verification & scope
Stipulated toy auction rules, not a venue specification, financial advice, optimization claim, or live trading implementation. Nonnegative integer inputs and internally aligned list fields only. This reproducer isolates one failure mechanism. Results cover the supplied fixtures. Variants within a family share a test contract and should remain grouped when constructing evaluation splits. Related mechanisms with a shared evaluation_group must also remain together; these controlled models are not independent production incidents.
Observations recorded using Python 3.12.14 at 2026-09-29T14:46:06.782323+00:00.
Case digest / 1339d183193dc3c90d60420a946ed18da61d3bf63bd5c4dceed57eb4f81368b0