feat(oracle): time-aligned deviation against oracle updatedAt - #353
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Replaces fetch-time pairwise deviation with a time-aligned variant that snaps each source's price to the more recent SourceTS of the pair (Chainlink's on-chain updatedAt for chainlink, fetch time for the continuously-updating sources). The older source's price is looked up in a 30-min per-source rolling history at the anchor moment. Eliminates the artifact where Chainlink's heartbeat lag was tagged as 'deviation' — a researcher grading oracle quality wants to compare Chainlink against the market at Chainlink's own updatedAt, not at the harness's fetch instant. New metrics: - ocb_oracle_deviation_at_oracle_ts_pct (canonical, headline-feeding) - ocb_oracle_deviation_at_fetch_ts_pct (explicit alias of legacy) - ocb_oracle_alignment_miss_total (alignment-failed pair counter) Legacy ocb_oracle_deviation_pct preserved unchanged for backward compat. Headline ocb_oracle_max_deviation_pct now uses at_oracle_ts with fetch-time fallback during cold start. Methodology recommendation from Coinpaprika data team review. Matches the convention published by Chaos Labs and Risk DAO oracle risk reports.
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Public mirror of MobulaFi/mobula-monorepo#XXX. Fix C of the Coinpaprika methodology review.
Replaces fetch-time pairwise deviation with a time-aligned variant. Each source's price is snapped to the more recent SourceTS of the pair (Chainlink updatedAt for chainlink, fetch time for the others), and the older source's price is looked up in a 30-min rolling history.
New metrics:
Legacy ocb_oracle_deviation_pct preserved for backward compat. Headline ocb_oracle_max_deviation_pct now uses at_oracle_ts with fetch-time fallback during cold start. Methodology bullet updated in benchmarks/oracle-deviation.yml.
Matches Chaos Labs / Risk DAO published methodology.