Files
Aura/crates
Brummel 26bec6d64a feat: per-instrument pip metadata channel for the sim-optimal broker
The data-server symbol stream carries only price bars, no instrument metadata.
So SimBroker was constructed with one global pip_size literal (0.0001, correct
only for 5-decimal FX), and `aura run --real <symbol>` emitted wrong-unit pip
equity for any non-FX instrument (AAPL.US, BTCUSD off by orders of magnitude).

Add the missing channel to *specify* per-instrument pip:

- aura-ingest: `InstrumentSpec { pip_size }` + `instrument_spec(symbol)` — a
  typed, Rust-authored vetted lookup (NOT Aura.toml; the later Aura.toml schema
  can subsume it). Seeded GER40/FRA40 = 1.0 (index points), EURUSD/GBPUSD/USDCAD
  = 0.0001 (5-dp FX majors); None for an un-specced symbol.
- aura-cli: `sample_harness` and `sim_optimal_manifest` gain a `pip_size`
  parameter; `run_sample_real` looks the pip up by symbol BEFORE any data access
  and refuses (exit 2) an un-specced instrument rather than guessing — honest by
  construction. The looked-up pip reaches both the broker divisor and the
  manifest broker label (`format!`). Every synthetic caller passes the unchanged
  0.0001, now named `SYNTHETIC_PIP_SIZE`. SimBroker (aura-std) is untouched.

Scope: narrowed to the CLI real path — the actual bug. The runnable GER40
examples already bake the correct 1.0 and are NOT buggy; centralizing them
through the lookup is deferred to #98.

Decisions (user-directed, recorded on #22): metadata channel = typed
InstrumentSpec at the source edge; un-specced real symbol refuses; seed =
GER40/FRA40 + FX majors; example refactor deferred. The spec went through the
grounding-check gate; the auto-sign panel surfaced the refusal-behaviour and
scope as genuine design decisions, escalated and resolved by the user.

Tests: instrument_spec unit; manifest pip rendering (1.0 -> "1", 0.0001
unchanged); non-gated CLI refusal (exit 2, no stdout leak, vetted symbol clears
the lookup); gated GER40 binary-boundary honesty (pip_size=1 in the emitted
manifest, deterministic). The pre-existing run_sample_real determinism test was
retargeted AAPL.US -> GER40 (AAPL.US is un-specced and would now refuse at the
lookup); the AAPL.US bounded-window streaming property still lives in
aura-ingest/tests/streaming_seam.rs (literal source, no spec lookup).

Verified: cargo build --workspace, clippy --all-targets -D warnings, and
cargo test --workspace all green; the gated GER40 path ran with local data.

closes #22
2026-06-18 19:36:43 +02:00
..