spec: 0083 cost-node trait + shared cost-record contract (boss-signed)
Cycle 3 of the cost-model-graph milestone: lift the duplicated cost-node skeleton (shared verbatim by ConstantCost/VolSlippageCost, locked by convention against CostSum) into a CostNode factor trait + a generic CostRunner<F> adapter, with one source of truth for the 3-field cost record. Behaviour-preserving: same schemas, same wiring, byte-identical output; the existing suite is the regression net. Cost-graph composite-builder deferred (decision E). Grounding-check PASS (7/7 assumption groups against named green tests). Fork decisions logged on the reference issue. refs #148
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# CostNode trait + shared cost-record contract — Design Spec
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**Date:** 2026-06-28
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**Status:** Draft — awaiting user spec review
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**Authors:** orchestrator + Claude
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## Goal
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Lift the duplicated cost-node skeleton — shared verbatim by `ConstantCost` and
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`VolSlippageCost` and locked-in by convention against `CostSum` — into one
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abstraction: a **`CostNode` factor trait** carrying the single per-node
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difference (the price-unit cost numerator) and a **generic `CostRunner<F>`** that
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owns the shared co-temporality skeleton (geometry gating, R-normalization, the
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closed/open charge, the running `cum`, the 3-field emit). One source of truth for
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the 3-field cost record (`COST_FIELD_NAMES`/`COST_WIDTH`) replaces the cycle-2
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audit-flagged by-convention lockstep with a structural single-source contract.
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Hard constraint: **behaviour-preserving.** Every shipped cost node emits
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byte-identical output; the node builders produce unchanged schemas (same port
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names), so the `main.rs` wiring, the `net_r_equity` seam, and `summarize_r` are
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untouched and every existing test stays green verbatim. The deliverable is an
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authoring-surface and a maintainability win, not a behaviour change.
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This is cycle 3 of the "Cost-model graph (in R)" milestone (#148). The
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cost-graph composite-builder is deferred (decision E on #148).
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## Architecture
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Three layers replace the two near-identical monolith nodes:
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1. **The cost-record contract** (`aura-std/src/cost.rs`): `COST_WIDTH = 3` and
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`COST_FIELD_NAMES = ["cost_in_r", "cum_cost_in_r", "open_cost_in_r"]`, plus
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`GEOMETRY_WIDTH = 4` (the PM-geometry input prefix). Mirrors the
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`position_management::{WIDTH, FIELD_NAMES}` precedent (aura-std). Both the
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producer side (the runner's schema helper) and the consumer side (`CostSum`)
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read these — the lockstep is now structural.
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2. **The `CostNode` factor trait** (`aura-std/src/cost.rs`): the per-node hook —
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`cost_numerator(&mut self, &Ctx) -> f64` (the round-trip cost in *price
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units*, before R-normalization and before the closed/open gate),
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`extra_inputs() -> Vec<PortSpec>` (default none), `name`, `label`. A factor is
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pure data + one numerator; it holds no running state.
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3. **The `CostRunner<F: CostNode>` adapter** (`aura-std/src/cost.rs`): a concrete
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generic node holding the shared mutable state (`cum`, `out: [Cell; COST_WIDTH]`)
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and implementing `Node`. Its `eval` is the co-temporality skeleton, written
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once. It gates **only** on the 4 PM-geometry inputs (so a not-yet-warm factor
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input contributes 0 cost but the row still emits, 1:1 with the PM record),
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divides the factor's numerator by the latched 1R distance, charges on
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close / would-be-charges on open, accumulates `cum`, and emits the triple.
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`ConstantCost` and `VolSlippageCost` become thin `CostNode` factors; their
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`new()` returns `CostRunner<Self>` (a ready-to-wire `Node`), preserving every
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existing call site and unit test. A cost-node `PrimitiveBuilder` is assembled by
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a shared `cost_node_builder` helper that prepends the geometry inputs and appends
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the standard 3-field output.
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**Not a blanket impl.** `impl<T: CostNode> Node for T` is rejected (decision A on
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#148): the runner must hold `cum`/`out`, which a trait cannot add; and the recon
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found zero blanket impls in `crates/` — the norm is concrete types implementing
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`Node`. `impl<F: CostNode> Node for CostRunner<F>` is the idiomatic generic
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wrapper and keeps the numerator call inlinable (no vtable on the hot path).
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## Concrete code shapes
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### Author-facing: writing a new cost node is now one method
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A cost-node author writes **only** the numerator — the entire co-temporality
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skeleton is the runner's. (Illustrative third node, NOT shipped this cycle; it is
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the worked example the acceptance criterion is judged against.)
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```rust
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use aura_core::Ctx;
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use aura_std::{CostNode, CostRunner};
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/// A flat half-spread cost per round trip, in price units.
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pub struct HalfSpreadCost {
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half_spread: f64,
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}
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impl HalfSpreadCost {
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pub fn new(half_spread: f64) -> CostRunner<HalfSpreadCost> {
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assert!(half_spread >= 0.0, "HalfSpreadCost half_spread must be >= 0");
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CostRunner::new(HalfSpreadCost { half_spread })
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}
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}
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impl CostNode for HalfSpreadCost {
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fn name(&self) -> &'static str {
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"HalfSpreadCost"
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}
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fn label(&self) -> String {
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format!("HalfSpreadCost({})", self.half_spread)
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}
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fn cost_numerator(&mut self, _ctx: &Ctx<'_>) -> f64 {
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self.half_spread // price units; the runner divides by latched 1R distance
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}
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}
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```
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That is the whole node: ~16 lines, one numerator method, no `eval`, no `cum`, no
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geometry gating, no 3-field schema. Compare the ~90-line per-node skeleton this
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cycle removes from each of the two shipped nodes.
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### The contract + trait + runner (new `aura-std/src/cost.rs`)
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```rust
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use aura_core::{
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Cell, Ctx, FieldSpec, Firing, Node, NodeSchema, ParamSpec, PortSpec, PrimitiveBuilder,
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ScalarKind,
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};
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/// The 3-field cost-in-R record every cost node emits, in slot order — one source
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/// of truth, read by both the producer schema (`cost_node_builder`) and the
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/// `CostSum` aggregator. Mirrors `position_management::{FIELD_NAMES, WIDTH}`.
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pub const COST_WIDTH: usize = 3;
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pub const COST_FIELD_NAMES: [&str; COST_WIDTH] =
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["cost_in_r", "cum_cost_in_r", "open_cost_in_r"];
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/// The PM-geometry input prefix every cost node gates on (the co-temporality
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/// contract): `closed`, `open`, `entry_price`, `stop_price`. A factor's own extra
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/// inputs are appended after these, beginning at slot `GEOMETRY_WIDTH`.
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pub const GEOMETRY_WIDTH: usize = 4;
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fn geometry_input_ports() -> Vec<PortSpec> {
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vec![
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PortSpec { kind: ScalarKind::Bool, firing: Firing::Any, name: "closed".into() },
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PortSpec { kind: ScalarKind::Bool, firing: Firing::Any, name: "open".into() },
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PortSpec { kind: ScalarKind::F64, firing: Firing::Any, name: "entry_price".into() },
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PortSpec { kind: ScalarKind::F64, firing: Firing::Any, name: "stop_price".into() },
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]
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}
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fn cost_output_fields() -> Vec<FieldSpec> {
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COST_FIELD_NAMES
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.iter()
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.map(|n| FieldSpec { name: (*n).into(), kind: ScalarKind::F64 })
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.collect()
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}
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/// A cost factor: the per-round-trip cost in *price units* (the numerator the
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/// runner divides by the latched 1R distance). This is the only thing a cost node
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/// differs in; the co-temporality skeleton is `CostRunner`'s, shared.
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pub trait CostNode: 'static {
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/// Static node-type name (a non-load-bearing debug symbol, C23).
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fn name(&self) -> &'static str;
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/// One-line render label, carrying the identifying param (C23).
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fn label(&self) -> String;
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/// Extra input ports beyond the 4 geometry inputs, appended at slot
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/// `GEOMETRY_WIDTH`. Default: none (a stateless cost like a flat fee).
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fn extra_inputs(&self) -> Vec<PortSpec> {
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Vec::new()
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}
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/// The round-trip cost in price units this cycle, BEFORE R-normalization and
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/// BEFORE the closed/open gate. Reads its extra inputs from `ctx` at
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/// `GEOMETRY_WIDTH + i`; an empty window during warm-up means the factor
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/// contributes 0 (the runner still emits the row — co-temporality).
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fn cost_numerator(&mut self, ctx: &Ctx<'_>) -> f64;
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}
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/// The shared co-temporality skeleton, wrapping any [`CostNode`] factor into a
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/// `Node`. Holds the only running state a cost node needs — the `cum` and the
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/// output buffer — so a factor impl stays pure. One home for the contract that
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/// was duplicated across `ConstantCost`/`VolSlippageCost` and locked by convention
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/// against `CostSum`.
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pub struct CostRunner<F: CostNode> {
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factor: F,
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cum: f64,
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out: [Cell; COST_WIDTH],
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}
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impl<F: CostNode> CostRunner<F> {
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pub fn new(factor: F) -> Self {
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Self { factor, cum: 0.0, out: [Cell::from_f64(0.0); COST_WIDTH] }
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}
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}
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impl<F: CostNode> Node for CostRunner<F> {
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fn lookbacks(&self) -> Vec<usize> {
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vec![1; GEOMETRY_WIDTH + self.factor.extra_inputs().len()]
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}
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fn eval(&mut self, ctx: Ctx<'_>) -> Option<&[Cell]> {
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// Gate ONLY on the PM geometry (co-temporality contract): the cost stream
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// stays 1:1 with the executor's PM record. A factor's own not-yet-warm
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// input contributes 0 (handled in `cost_numerator`), it does not withhold.
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let closed_w = ctx.bool_in(0);
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let open_w = ctx.bool_in(1);
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let entry_w = ctx.f64_in(2);
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let stop_w = ctx.f64_in(3);
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if closed_w.is_empty() || open_w.is_empty() || entry_w.is_empty() || stop_w.is_empty() {
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return None;
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}
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let closed = closed_w[0];
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let open = open_w[0];
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let latched = (entry_w[0] - stop_w[0]).abs();
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let numerator = self.factor.cost_numerator(&ctx);
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// Zero latched distance = no valid 1R denominator -> no cost (matches
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// summarize_r's guard). The `numerator / latched` token form is preserved
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// verbatim from the pre-migration nodes for byte-identity (IEEE-754).
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let per = if latched > 0.0 { numerator / latched } else { 0.0 };
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let cost_in_r = if closed { per } else { 0.0 };
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let open_cost_in_r = if open { per } else { 0.0 };
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self.cum += cost_in_r;
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self.out = [
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Cell::from_f64(cost_in_r),
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Cell::from_f64(self.cum),
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Cell::from_f64(open_cost_in_r),
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];
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Some(&self.out)
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}
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fn label(&self) -> String {
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self.factor.label()
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}
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}
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/// Assemble a cost-node `PrimitiveBuilder`: the 4 geometry inputs ++ the factor's
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/// extra inputs, the standard 3-field cost output, the given params, and a build
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/// closure. The single home for the cost-node schema shape.
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pub fn cost_node_builder(
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name: &'static str,
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extra_inputs: Vec<PortSpec>,
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params: Vec<ParamSpec>,
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build: impl Fn(&[Cell]) -> Box<dyn Node> + 'static,
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) -> PrimitiveBuilder {
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let mut inputs = geometry_input_ports();
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inputs.extend(extra_inputs);
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PrimitiveBuilder::new(name, NodeSchema { inputs, output: cost_output_fields(), params }, build)
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}
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```
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### Before → after: `ConstantCost` (the stateless factor)
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```rust
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// AFTER — aura-std/src/constant_cost.rs (skeleton removed; factor + thin new/builder)
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use aura_core::{Cell, Ctx, ParamSpec, PrimitiveBuilder, ScalarKind};
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use crate::cost::{cost_node_builder, CostNode, CostRunner};
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pub struct ConstantCost {
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cost_per_trade: f64,
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}
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impl ConstantCost {
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/// A flat per-trade cost node (the factor wrapped in the shared runner).
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pub fn new(cost_per_trade: f64) -> CostRunner<ConstantCost> {
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assert!(cost_per_trade >= 0.0, "ConstantCost cost_per_trade must be >= 0");
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CostRunner::new(ConstantCost { cost_per_trade })
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}
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pub fn builder() -> PrimitiveBuilder {
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cost_node_builder(
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"ConstantCost",
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Vec::new(), // no extra inputs beyond geometry
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vec![ParamSpec { name: "cost_per_trade".into(), kind: ScalarKind::F64 }],
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|p| Box::new(ConstantCost::new(p[0].f64())),
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)
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}
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}
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impl CostNode for ConstantCost {
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fn name(&self) -> &'static str {
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"ConstantCost"
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}
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fn label(&self) -> String {
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format!("ConstantCost({})", self.cost_per_trade)
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}
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fn cost_numerator(&mut self, _ctx: &Ctx<'_>) -> f64 {
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self.cost_per_trade
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}
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}
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```
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The existing `ConstantCost` unit-test module is kept **unchanged**: every test
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calls `ConstantCost::new(x)` (now a `CostRunner<ConstantCost>`) and `.eval(...)`,
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which produces byte-identical output; `new_panics_on_negative_cost` still panics
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in `new`. The tests become the migration's verbatim regression guard.
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### Before → after: `VolSlippageCost` (the state-dependent factor)
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```rust
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// AFTER — aura-std/src/vol_slippage_cost.rs
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use crate::cost::{cost_node_builder, CostNode, CostRunner, GEOMETRY_WIDTH};
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pub struct VolSlippageCost {
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slip_vol_mult: f64,
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}
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impl VolSlippageCost {
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pub fn new(slip_vol_mult: f64) -> CostRunner<VolSlippageCost> {
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assert!(slip_vol_mult >= 0.0, "VolSlippageCost slip_vol_mult must be >= 0");
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CostRunner::new(VolSlippageCost { slip_vol_mult })
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}
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pub fn builder() -> PrimitiveBuilder {
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cost_node_builder(
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"VolSlippageCost",
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vec![PortSpec { kind: ScalarKind::F64, firing: Firing::Any, name: "volatility".into() }],
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vec![ParamSpec { name: "slip_vol_mult".into(), kind: ScalarKind::F64 }],
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|p| Box::new(VolSlippageCost::new(p[0].f64())),
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)
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}
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}
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impl CostNode for VolSlippageCost {
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fn name(&self) -> &'static str {
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"VolSlippageCost"
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}
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fn label(&self) -> String {
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format!("VolSlippageCost({})", self.slip_vol_mult)
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}
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fn extra_inputs(&self) -> Vec<PortSpec> {
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vec![PortSpec { kind: ScalarKind::F64, firing: Firing::Any, name: "volatility".into() }]
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}
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fn cost_numerator(&mut self, ctx: &Ctx<'_>) -> f64 {
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// Extra input slot 0 (after the 4 geometry inputs).
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let vol_w = ctx.f64_in(GEOMETRY_WIDTH);
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let vol = if vol_w.is_empty() { 0.0 } else { vol_w[0] }; // 0 during proxy warm-up
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self.slip_vol_mult * vol
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}
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}
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```
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Byte-identity: the runner computes `numerator / latched`. For `ConstantCost`,
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`numerator = cost_per_trade`, giving `cost_per_trade / latched` (identical to the
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original). For `VolSlippageCost`, `numerator = slip_vol_mult * vol`, giving
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`(slip_vol_mult * vol) / latched` — left-associative-identical to the original
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`slip_vol_mult * vol / latched`. The intermediate multiply rounds to the same f64
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whether stored or inlined, so the divide sees the same bits.
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`extra_inputs()` is declared in both the trait impl and consulted by `builder()`;
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the duplication between `builder()`'s `volatility` PortSpec and `extra_inputs()`
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is acceptable (the builder is the param-generic recipe, the trait method is the
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runtime lookback driver) — alternatively `builder()` may call `Self::new(0.0)
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.extra_inputs()`-style, left to the planner if it reads cleaner.
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### Before → after: `CostSum` reads the shared contract
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```rust
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// AFTER — aura-std/src/cost_sum.rs (local const removed, shared contract used)
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use crate::cost::{COST_FIELD_NAMES, COST_WIDTH};
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// ...the local `const COST_FIELDS` / `const COST_WIDTH` are deleted; every prior
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// reference to `COST_FIELDS` now reads `COST_FIELD_NAMES`. Behaviour and the
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// `cost[k].<field>` port names are unchanged (identical string values).
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```
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### `main.rs`: the third triple duplicate is unified (behaviour-neutral)
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`aura-cli/src/main.rs` defines its own `const COST_FIELDS: [&str; 3]` (driving
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`COST_SUM_PORTS` interning and the cost-block wiring loops). It is replaced by the
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re-exported `aura_std::COST_FIELD_NAMES` (identical values), removing the third
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copy of the triple. The wiring, port names, and the C18 golden are unchanged.
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## Components
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- **`aura-std/src/cost.rs` (new):** `COST_WIDTH`, `COST_FIELD_NAMES`,
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`GEOMETRY_WIDTH`, `geometry_input_ports`, `cost_output_fields`, the `CostNode`
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trait, `CostRunner<F>`, `cost_node_builder`. Owns the co-temporality contract
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and its unit tests (via a test-only stub factor).
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- **`aura-std/src/lib.rs`:** `mod cost;` + `pub use cost::{CostNode, CostRunner,
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COST_FIELD_NAMES, COST_WIDTH};` (and `GEOMETRY_WIDTH` if a downstream test
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needs it). `cost_node_builder` stays `pub` for cross-module node authors.
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- **`aura-std/src/constant_cost.rs`:** stripped to a `CostNode` factor + thin
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`new`/`builder`; unit tests unchanged.
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- **`aura-std/src/vol_slippage_cost.rs`:** same; unit tests unchanged.
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- **`aura-std/src/cost_sum.rs`:** local triple const removed, reads
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`crate::cost::{COST_FIELD_NAMES, COST_WIDTH}`; tests unchanged.
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- **`aura-cli/src/main.rs`:** local `COST_FIELDS` const replaced by
|
||||
`aura_std::COST_FIELD_NAMES`; wiring unchanged.
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No changes to `aura-engine`, `aura-analysis`, or the composites crate (they
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consume the unchanged schemas). The `aura-engine` E2E helpers call
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`ConstantCost::new(c)` / `VolSlippageCost::new(k)` without a type annotation, so
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||||
they bind the `CostRunner<_>` return transparently and keep passing.
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## Data flow
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||||
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||||
Unchanged from cycle 2. Per cycle: the executor (`exec`) emits PM geometry
|
||||
(`closed_this_cycle`, `open`, `entry_price`, `stop_price`); each cost node's
|
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`CostRunner` reads those 4 (slots 0-3) plus its factor's extra inputs (slot 4+,
|
||||
e.g. `volatility` from the vol proxy); it emits the 3-field cost record; `CostSum`
|
||||
sums N records per-field; `summarize_r` and the `net_r_equity` LinComb read the
|
||||
aggregate. The graph topology, the edges, and the recorded traces are identical.
|
||||
|
||||
## Error handling
|
||||
|
||||
- **Negative param** → `assert!` panic in each node's `new` (unchanged messages,
|
||||
unchanged tests).
|
||||
- **Zero latched distance** → 0 cost (the runner's guard, preserved verbatim).
|
||||
- **Factor input not warm** → 0 numerator, row still emitted (the co-temporality
|
||||
contract, now enforced once in the runner rather than per-node).
|
||||
- **`CostSum` leg missing** → `None` (unchanged; mode-A as-of join).
|
||||
- **`GEOMETRY_WIDTH` vs `geometry_input_ports().len()` drift** → guarded by a unit
|
||||
test (`geometry_width_matches_port_count`).
|
||||
|
||||
## Testing strategy
|
||||
|
||||
RED-first where a new assertion is introduced; the migration's safety net is the
|
||||
existing suite staying green verbatim.
|
||||
|
||||
1. **Regression net (unchanged, must stay green):** all `ConstantCost`,
|
||||
`VolSlippageCost`, `CostSum` unit tests; the `aura-engine` composition E2E
|
||||
(`cost_sum_composes_constant_and_vol_slippage_exactly`,
|
||||
`aggregate_net_r_equity_final_sample_agrees_with_summarize_r_net_total`,
|
||||
`cost_sum_of_one_is_identity_for_vol_slippage`); the `aura-cli` C18 golden
|
||||
(`stage1_r_single_run_output_golden`) byte-identical; the both-costs-compose
|
||||
CLI test. These prove behaviour preservation.
|
||||
2. **New — `cost.rs` runner skeleton tests** (via a test-only `StubCost(f64)`
|
||||
factor and a `StubExtra` factor with one extra input): withholds on missing
|
||||
geometry; charges `numerator/latched` on close; would-be cost on open not
|
||||
charged to `cum`; `cum` accumulates across closes; zero-latched → 0; a factor
|
||||
whose extra input is empty contributes 0 but the row still emits.
|
||||
3. **New — structural-lockstep guard:** assert
|
||||
`ConstantCost::builder().schema().output` field names `== COST_FIELD_NAMES`,
|
||||
and that `CostSum`'s per-cost input field stems derive from `COST_FIELD_NAMES`
|
||||
— proving producer and consumer read one source.
|
||||
4. **New — `geometry_width_matches_port_count`:** `GEOMETRY_WIDTH ==
|
||||
geometry_input_ports().len()`.
|
||||
5. **Doc-example compile:** the `HalfSpreadCost` author example compiles (a
|
||||
`cost.rs` doctest or a `tests/` fixture), proving the author surface is real.
|
||||
|
||||
## Acceptance criteria
|
||||
|
||||
- The codebase improves measurably (removes ~90 lines of duplicated skeleton per
|
||||
shipped node and three copies of the 3-field triple, collapsed to one source) —
|
||||
the C10 "one home for cost" spirit, made structural.
|
||||
- A new cost node is authored as `impl CostNode` with one `cost_numerator` method
|
||||
(the `HalfSpreadCost` worked example), no `eval`/`cum`/schema boilerplate.
|
||||
- No failure class is reintroduced: the cost stream stays co-temporal with the PM
|
||||
record (the contract is now enforced once, in the runner), determinism and
|
||||
causality are untouched, and every existing test passes verbatim — the C18
|
||||
golden byte-identical, the composition identity exact.
|
||||
- `cargo build --workspace`, `cargo test --workspace`, and
|
||||
`cargo clippy --workspace --all-targets -- -D warnings` are clean.
|
||||
Reference in New Issue
Block a user