claude
bc8fb46110
C24 gains the add-op args clause and the data-driven format-version paragraph (tier-2 discipline with id-stability); C15's current state records Session as args-authorable; the glossary defines construction arg and arg kind (and de-stales the session-node entry to aura-market); the authoring guide fixes the moved roster path, extends the Session-anchoring section with the args path, and teaches the add-op args row; the README op-list sentence notes args on arg-bearing types. refs #271
3.6 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
timezone/open time that is now data-authorable via the typed construction-args
channel (Session roster-reaches std_vocabulary as an arg-bearing type,
#271: args: {"tz": <IANA name>, "open": "HH:MM"}, applied before its one
scalar param, period_minutes). The zero-arg SessionFrankfurt roster preset
(#261) stays as baked sugar over the 09:00 Europe/Berlin open — the
canonical path for any OTHER open/timezone is Session + args, not a new
preset per market. 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