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
60 lines
3.6 KiB
Markdown
60 lines
3.6 KiB
Markdown
# C15 — Resampling-as-node; sessions/calendars
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**Guarantee.** A resampler is a node (finer stream → coarser bar stream),
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clock-sensitive, emitting a completed bar only at the boundary (C2). Calendars
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and instrument specs are **metadata** — non-scalar reference data held beside
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the hot path, never streamed. Session *context* is exposed as scalar streams
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via a `SessionNode`, so "the 3rd 15m candle after session open" is a plain node
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checking `bars_since_open == 3`, not special-cased session logic.
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**Forbids.** Streaming the calendar; special-casing session logic outside the
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stream model.
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**Why.** Keeps the line consistent — everything a signal needs arrives as a
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stream; reference data feeds source/session nodes from beside the hot path.
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## Current state
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**Session context — `bars_since_open` is the shipped contract (#154).** The
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session-context node `Session` (`crates/aura-market/src/session.rs`) emits
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**one** scalar stream, `bars_since_open: i64` (tz-aware, DST-correct), over a
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timezone/open time that is now data-authorable via the typed construction-args
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channel (`Session` roster-reaches `std_vocabulary` as an arg-bearing type,
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#271: `args: {"tz": <IANA name>, "open": "HH:MM"}`, applied before its one
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scalar param, `period_minutes`). The zero-arg `SessionFrankfurt` roster preset
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(#261) stays as baked sugar over the 09:00 `Europe/Berlin` open — the
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canonical path for any OTHER open/timezone is `Session` + `args`, not a new
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preset per market. This is a deliberate narrowing pinned in the node's own
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contract: `bars_since_open` alone is the gate — a downstream `EqConst(== N)`
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subsumes an `in_session: bool` stream (pre-open instants read `<= 0`, which
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never match), and nothing consumes a `session_open_ts: timestamp`. The two
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further session-context streams the design intent names — `in_session: bool`
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and `session_open_ts: timestamp` — remain **deferred** until a consumer needs
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them (#154); the stream model is untouched, session context is still exposed as
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scalar streams fed from beside the hot path.
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**Instrument geometry — recorded sidecar, refuse-don't-guess.** The "instrument
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specs are metadata" half is realized by the **recorded geometry sidecar**:
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`aura_ingest::instrument_geometry(server, symbol)` returns the neutral,
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broker-agnostic `InstrumentGeometry` (re-exported from `data_server::meta`; the
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raw provider JSON never enters this repo) — non-scalar reference data keyed by
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symbol, held beside the hot path. It feeds the sim-optimal broker's pip divisor
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(C10; consumed in `aura-runner`): the real-path pip is sourced from
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`InstrumentGeometry.pip_size`, and geometry that is absent is **refused, not
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guessed**. There is no Rust-authored instrument floor — `InstrumentSpec` /
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`instrument_spec` and the vetted table were removed once the sidecar supplied
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the real-path pip. The speculative deploy-grade fields and the authored
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override/floor tiers of the #124 hierarchy (tier 1 override, tier 3 floor),
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together with the `quote_currency` runtime-type transition, are **deferred**
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until a consumer — the cost model's currency→R normalization (C10) or the live
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deploy edge (real broker) — needs them, read from the sidecar geometry then;
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#124 collapses to *recorded sidecar geometry → refuse* in the meantime.
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## See also
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- [C2](c02-causality.md) — the resampler emits a bar only once complete
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- [C8](c08-node-contract.md) — the node contract the resampler and session node obey
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- [C10](c10-bias-r-cost.md) — the pip divisor and currency→R normalization the geometry feeds
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- [C11](c11-sources-record-replay.md) — reference data fed from beside the hot path
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> History: [c15-resampling-sessions.history.md](c15-resampling-sessions.history.md)
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