feat(peg): multi-venue consensus outlier rule - #352
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Replaces the flat 20% drop / 10% cap with a consensus-based filter:
- >50% off peg: dropped as parser-bug sanity floor
- >2% off peg: kept ONLY if another venue corroborates within 30s
in the same direction (real multi-venue depeg)
- single-venue >2% with no corroborator: dropped_isolated (glitch)
The old rule would have clipped USDC at $0.87 during March 2023 SVB
to $0.90, erasing the event in the percentile metric. The new rule
preserves multi-venue depeg signals while filtering single-venue
glitches and parser bugs.
New peg_source_call_total{result} labels: dropped_sanity,
dropped_isolated, kept_corroborated.
Methodology recommendation from Coinpaprika data team review.
Mirror of mobula PR (private monorepo).Uh oh!
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Public mirror of MobulaFi/mobula-monorepo#6894. Fix B of the Coinpaprika methodology review. Replaces the flat 20% drop / 10% cap on peg samples with multi-venue consensus filtering. See the mobula PR for the full details. The mobula version is what actually runs on Railway; this PR keeps the OCB public harness in sync for transparency + reproducibility.