CEX: 永续 mark/index、funding、OI 与 basis collector

[proerror77]

Parent

#219

What to build

采集官方 USD-M 永续 reference 观测：mark price、index price、funding rate、funding time、open interest 与可计算 basis；每项保留 source/received time 和 endpoint/source identity。

Acceptance criteria

• 每个活跃合约的 reference 观测可追溯且带 source/received time。
• funding、OI、mark/index 与合约 metadata 在 manifest 中有 coverage/staleness 计数。
• API 失败、时间回退、缺合约或不合格响应 fail closed。
• shadow gate 与 canonical artifact 回读通过。

Blocked by

None - can start immediately

[proerror77]

Reopened after PR #251 merged: that PR completed only the normalization/data-contract layer. Remaining independent layers are (1) collector/runtime artifact publication and (2) shadow/deployment gate with canonical readback. No production cutover has been performed.

[proerror77]

Reopened after PR #252 merged: the dual-clock schema correction is complete, but the collector/runtime artifact PR and deployment gate remain outstanding. No production cutover has been performed.

[proerror77]

Reopened after PR #253 merged: official USD-M batch collection is complete, but the issue contract still requires atomic canonical artifact publication/readback, CLI/health evidence, and a deployment shadow gate. Production ECS cutover remains out of scope and no production host will be changed without one named controller.

[proerror77]

PR #263 merged as dc38369. The packaged read-only host gate, release/control binding, canonical Rust readback, stable systemd invocation checks, >=3600-second continuity policy, and fail-closed counterexamples are now on main. All GitHub Actions passed. No ECS service was installed, started, stopped, restarted, replaced, or cut over. Issue #222 remains open because its final acceptance criterion still requires an actual isolated shadow run and canonical artifact gate evidence under one explicitly named production host controller.

[proerror77]

Audit status (2026-08-01)

代码合约已全部交付并通过合约测试(PR #251–#263):归一化合约、official 采集、原子发布+SHA 锚定回读、CLI/健康证据、release 打包、fail-closed shadow gate 策略与只读 host gate runner 均已合入 main。但验收标准第 4 项(隔离 shadow 运行 ≥3600s + canonical gate 证据)尚无执行记录:owner 评论(2026-07-23)明确该 issue 保持 open 直至在一名指定生产 host controller 下完成实际隔离 shadow 运行;该运行现已划归 runtime issue #538(controller: kimi,PR #547 已交付生产 lane 工具,执行仍待进行)。

下一步:在 #538 下完成 shadow gate PASS → cutover 并记录证据后,回链证据至本 issue 关闭。

The code contract is fully delivered (PRs #251–#263), but acceptance criterion 4 — an actual isolated ≥3600s shadow run with canonical artifact gate evidence under one named controller — has never been executed or recorded. The owner's last comment (2026-07-23) explicitly keeps this issue open for that reason, and the runtime execution is now tracked under issue #538 (controller: kimi; production-lane tooling merged in PR #547). Next step: record the shadow-gate PASS evidence under #538, then link it back here to close.