L4 Market Gateway Weekly Sync - April 2026

services/04-market-gateway/BiddingOptimizer.js

@@ -27,33 +27,61 @@ class BiddingOptimizer {
 
   /**
    * Fetches real-time aggregated capacity from Redis.
-   * Supports regional aggregation (Phase 5 Forward Engineering).
+   * Supports regional aggregation and high-fidelity breakdowns (Phase 5/6 Forward Engineering).
    * @param {string} iso - Optional ISO for regional capacity lookup
-   * @returns {Promise<Object>} { capacity: Decimal, fidelity: string }
+   * @returns {Promise<Object>} { capacity: Decimal, fidelity: string, breakdown: { ev: number, bess: number } }
    */
   async getAggregatedCapacity(iso = null) {
     await this.connect();
 
     if (iso) {
       try {
-        const regionalCapacityRaw = await this.redisClient.get('vpp:capacity:regional');
-        if (regionalCapacityRaw) {
-          const regionalCapacity = JSON.parse(regionalCapacityRaw);
-          // ISO Normalization: Uppercase and remove hyphens (consistent with L3 v3.3.0)
-          const isoKey = iso.toUpperCase().replace(/-/g, '');
-          const data = regionalCapacity[isoKey];
+        // [L3 v3.3.0 Upgrade] Prioritize high-fidelity regional breakdown
+        const hfKey = 'vpp:capacity:regional:high_fidelity';
+        const legacyKey = 'vpp:capacity:regional';
+
+        const [hfRaw, legacyRaw] = await Promise.all([
+          this.redisClient.get(hfKey),
+          this.redisClient.get(legacyKey)
+        ]);
+
+        const isoKey = iso.toUpperCase().replace(/-/g, '');
+
+        // 1. Attempt high-fidelity lookup
+        if (hfRaw) {
+          const hfData = JSON.parse(hfRaw);
+          const data = hfData[isoKey];
+
+          if (data && typeof data === 'object') {
+            const fidelity = data.is_high_fidelity ? 'HIGH_FIDELITY' : 'STANDARD';
+            console.log(`[BiddingOptimizer] Using HIGH-FIDELITY regional capacity for ${isoKey}: ${data.total} kWh (EV: ${data.ev}, BESS: ${data.bess})`);
+            return {
+              capacity: new Decimal(data.total || '0'),
+              fidelity: fidelity,
+              breakdown: {
+                ev: data.ev || 0,
+                bess: data.bess || 0
+              }
+            };
+          }
+        }
+
+        // 2. Fallback to legacy regional lookup
+        if (legacyRaw) {
+          const legacyData = JSON.parse(legacyRaw);
+          const data = legacyData[isoKey];
 
           if (data !== undefined) {
-            // Support both flat value (legacy) and nested object (v3.3.0+)
             const isObject = (typeof data === 'object' && data !== null);
             const capacityValue = isObject ? data.capacity : data;
             const isHighFidelity = isObject ? !!data.is_high_fidelity : false;
             const fidelity = isHighFidelity ? 'HIGH_FIDELITY' : 'STANDARD';
 
-            console.log(`[BiddingOptimizer] Using regional capacity for ${isoKey}: ${capacityValue} kWh (Fidelity: ${fidelity})`);
+            console.log(`[BiddingOptimizer] Using legacy regional capacity for ${isoKey}: ${capacityValue} kWh`);
             return {
               capacity: new Decimal(capacityValue || '0'),
-              fidelity: fidelity
+              fidelity: fidelity,
+              breakdown: { ev: capacityValue || 0, bess: 0 } // Assume EV if breakdown missing
             };
           }
         }
@@ -65,7 +93,8 @@ class BiddingOptimizer {
     const capacity = await this.redisClient.get('vpp:capacity:available');
     return {
       capacity: new Decimal(capacity || '0'),
-      fidelity: 'STANDARD'
+      fidelity: 'STANDARD',
+      breakdown: { ev: parseFloat(capacity || '0'), bess: 0 }
     };
   }
 
@@ -147,7 +176,7 @@ class BiddingOptimizer {
     }
 
     // 4. Fetch Capacity Data
-    const { capacity: pVppKw, fidelity: capacityFidelityFromRedis } = await this.getAggregatedCapacity(iso);
+    const { capacity: pVppKw, fidelity: capacityFidelityFromRedis, breakdown } = await this.getAggregatedCapacity(iso);
     const pVppMw = pVppKw.dividedBy(1000);
 
     const degradationCostKwh = new Decimal(process.env.DEGRADATION_COST_KWH || '0.02');
@@ -177,7 +206,12 @@ class BiddingOptimizer {
         locks,
         physics_score: physicsScore,
         capacity_fidelity: capacityFidelityFromRedis, // Already normalized in getAggregatedCapacity
-        audit_context: auditContext,
+        audit_context: {
+          ...auditContext,
+          ev_capacity_kw: breakdown.ev,
+          bess_capacity_kw: breakdown.bess,
+          v3_capacity_fidelity: capacityFidelityFromRedis === 'HIGH_FIDELITY'
+        },
         pVppKw: pVppKw.toNumber(),
         timestamp: new Date().toISOString()
       }

services/04-market-gateway/WEEKLY_REPORT_APRIL_2026.md

@@ -0,0 +1,28 @@
+# L4 Market Gateway Weekly Report - April 2026
+
+## L4 Health & Dependency Report
+
+The L4 Market Gateway (v3.7.0) remains in **Healthy** status. Over the past week, critical updates in L1, L2, and L3 have enhanced the platform's high-fidelity data capabilities, which directly impact L4's bidding precision and auditability.
+
+*   **L1 Physics Engine (v10.1.0):** Deployed **Confidence Scoring (0.0-1.0)** and **Sentinel Streak Tracking**. L4 now utilizes these scores in its `BiddingOptimizer` and `broadcastMarketPrice` logic to adjust bidding strategy and ensure ML-ready data streams for L11.
+*   **L2 Grid Signal (v2.4.4):** Enforced **Resource-Aware Safety** (10% BESS variance threshold). L4 regional grid locks are now synchronized with these stricter thresholds, protecting stationary storage assets from excessive cycling during market events.
+*   **L3 VPP Aggregator (v3.3.0):** Refactored **Regional Capacity Tracking** to provide granular **EV vs BESS breakdowns**. This is a major dependency shift; L4 must now adapt its `getAggregatedCapacity` logic to consume the new `vpp:capacity:regional:high_fidelity` structure to support resource-specific bidding in Phase 6.
+
+## Backlog Updates
+
+| Task ID | Description | Priority | Status |
+|:---:|:---|:---:|:---|
+| **L4-AUDIT-HF** | Integrate L3 v3.3.0 high-fidelity capacity breakdown (EV/BESS) into Bidding Audit logs. | **P0** | IN_PROGRESS |
+| **L4-BESS-OPT** | Research Phase: Implement resource-aware bidding strategies (separate degradation costs for BESS). | **P1** | PLANNED |
+| **L4-L11-READY** | Finalize LMP data export formats for L11 ML Engine demand forecasting training. | **P2** | ACTIVE |
+
+## Engineering Execution
+
+This week, we are finalizing the integration of high-fidelity capacity data from L3.
+
+1.  **High-Fidelity Capacity Integration:** Updated `BiddingOptimizer.js` to prioritize the `vpp:capacity:regional:high_fidelity` Redis key.
+2.  **Audit Enhancement:** Expanded the `audit` context in FIX message generation to include specific `ev_capacity_kw` and `bess_capacity_kw` metrics, ensuring 100% compliance with FIX-PROT-AUDIT standards for Phase 6.
+3.  **Test Coverage:** Updated the L4 test suite to simulate the new L3 data structures and verify the resource-aware logic.
+
+---
+*“Verify the Physics. Bid the Future.”*

services/04-market-gateway/optimizer.test.js

@@ -303,4 +303,49 @@ describe('BiddingOptimizer', () => {
 
     consoleSpy.mockRestore();
   });
+
+  test('should prioritize L3 v3.3.0 high-fidelity capacity breakdown', async () => {
+    const hfData = JSON.stringify({
+      'CAISO': { total: 2000, ev: 1500, bess: 500, is_high_fidelity: true }
+    });
+
+    mockRedisClient.get.mockImplementation((key) => {
+      if (key === 'vpp:capacity:regional:high_fidelity') return Promise.resolve(hfData);
+      return Promise.resolve(null);
+    });
+
+    mockPricingService.getDayAheadForecast.mockResolvedValue([
+      { location: 'LOC1', price_per_mwh: 100.00, timestamp: new Date() }
+    ]);
+
+    const { bids, audit } = await optimizer.generateDayAheadBids('CAISO');
+
+    expect(bids[0]).toContain('38=2.00'); // Total 2000kW = 2.0MW
+    expect(audit.capacity_fidelity).toBe('HIGH_FIDELITY');
+    expect(audit.audit_context.ev_capacity_kw).toBe(1500);
+    expect(audit.audit_context.bess_capacity_kw).toBe(500);
+    expect(audit.audit_context.v3_capacity_fidelity).toBe(true);
+  });
+
+  test('should correctly fall back to legacy regional data if high-fidelity is missing', async () => {
+    const legacyData = JSON.stringify({
+      'PJM': 750 // 0.75 MW
+    });
+
+    mockRedisClient.get.mockImplementation((key) => {
+      if (key === 'vpp:capacity:regional:high_fidelity') return Promise.resolve(null);
+      if (key === 'vpp:capacity:regional') return Promise.resolve(legacyData);
+      return Promise.resolve(null);
+    });
+
+    mockPricingService.getDayAheadForecast.mockResolvedValue([
+      { location: 'LOC1', price_per_mwh: 100.00, timestamp: new Date() }
+    ]);
+
+    const { bids, audit } = await optimizer.generateDayAheadBids('PJM');
+
+    expect(bids[0]).toContain('38=0.75');
+    expect(audit.audit_context.ev_capacity_kw).toBe(750);
+    expect(audit.audit_context.bess_capacity_kw).toBe(0);
+  });
 });