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Aura/docs/design/contracts/c15-resampling-sessions.md
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claude 8688a60ded docs(ledger): split the design ledger into an INDEX map, per-contract live files, and history sidecars
The single-file ledger had grown to 2968 lines / ~42k tokens, mixing
current design law with accreted history: 59 cycle-stamped realization
blocks, 18 [HISTORY] passages, 22 supersession markers, and the C10 /
C22 / C24 reframe sagas layered several supersessions deep. A
code-grounding audit (31 agents, adversarially verified) confirmed 11
defects stated as current truth: stale crate homes from the C28 #288
roster split (cost nodes, PositionManagement, PositionEvent, Session),
the renamed InputSpec->PortSpec, the pre-#241 project model in C16 and
the open-threads section, a stale HarnessKind retirement deferral in
C24, and three C28-internal inconsistencies.

New shape, per the ailang precedent:

- INDEX.md stays the sole addressable entry point: foundation, external
  components, a C-id-keyed contract map (one line per contract), and
  only the genuinely open architectural threads.
- contracts/cNN-<slug>.md carries each contract's current truth only:
  Guarantee / Forbids / Why with ratified refinements integrated, plus
  a code-anchored Current state. All confirmed defects are fixed here;
  crate anchors were re-verified against the tree.
- contracts/cNN-<slug>.history.md (18 sidecars) and INDEX.history.md
  preserve every superseded block verbatim, stamps and issue refs
  intact, under a frozen-record banner. Nothing was deleted: superseded
  design intent remains an addressable working-tree artifact, off the
  per-cycle audit walk.
- Ledger discipline is now stated in INDEX.md: live files are edited in
  place at cycle close, superseded text moves verbatim to the sidecar,
  and a supersession marker in a live file is itself an audit finding.

Every contract file was verified against its old text by an independent
zero-loss pass (statement-by-statement) plus a code-accuracy spot check;
C-ids and contract titles are unchanged, so existing C-id citations in
code, tests, and issues resolve as before.
2026-07-21 16:40:36 +02:00

3.3 KiB

C15 — Resampling-as-node; sessions/calendars

Guarantee. A resampler is a node (finer stream → coarser bar stream), clock-sensitive, emitting a completed bar only at the boundary (C2). Calendars and instrument specs are metadata — non-scalar reference data held beside the hot path, never streamed. Session context is exposed as scalar streams via a SessionNode, so "the 3rd 15m candle after session open" is a plain node checking bars_since_open == 3, not special-cased session logic.

Forbids. Streaming the calendar; special-casing session logic outside the stream model.

Why. Keeps the line consistent — everything a signal needs arrives as a stream; reference data feeds source/session nodes from beside the hot path.

Current state

Session context — bars_since_open is the shipped contract (#154). The session-context node Session (crates/aura-market/src/session.rs) emits one scalar stream, bars_since_open: i64 (tz-aware, DST-correct, over a baked Frankfurt open), and takes no scalar params; the zero-arg SessionFrankfurt roster preset (#261) exposes it with a single period_minutes knob. This is a deliberate narrowing pinned in the node's own contract: bars_since_open alone is the gate — a downstream EqConst(== N) subsumes an in_session: bool stream (pre-open instants read <= 0, which never match), and nothing consumes a session_open_ts: timestamp. The two further session-context streams the design intent names — in_session: bool and session_open_ts: timestamp — remain deferred until a consumer needs them (#154); the stream model is untouched, session context is still exposed as scalar streams fed from beside the hot path.

Instrument geometry — recorded sidecar, refuse-don't-guess. The "instrument specs are metadata" half is realized by the recorded geometry sidecar: aura_ingest::instrument_geometry(server, symbol) returns the neutral, broker-agnostic InstrumentGeometry (re-exported from data_server::meta; the raw provider JSON never enters this repo) — non-scalar reference data keyed by symbol, held beside the hot path. It feeds the sim-optimal broker's pip divisor (C10; consumed in aura-runner): the real-path pip is sourced from InstrumentGeometry.pip_size, and geometry that is absent is refused, not guessed. There is no Rust-authored instrument floor — InstrumentSpec / instrument_spec and the vetted table were removed once the sidecar supplied the real-path pip. The speculative deploy-grade fields and the authored override/floor tiers of the #124 hierarchy (tier 1 override, tier 3 floor), together with the quote_currency runtime-type transition, are deferred until a consumer — the cost model's currency→R normalization (C10) or the live deploy edge (real broker) — needs them, read from the sidecar geometry then; #124 collapses to recorded sidecar geometry → refuse in the meantime.

See also

  • C2 — the resampler emits a bar only once complete
  • C8 — the node contract the resampler and session node obey
  • C10 — the pip divisor and currency→R normalization the geometry feeds
  • C11 — reference data fed from beside the hot path

History: c15-resampling-sessions.history.md