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CEX: collect complete official USD-M reference batches - #253

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proerror77 merged 1 commit into
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codex/cex-usdm-reference-runtime-222
Jul 23, 2026
Merged

CEX: collect complete official USD-M reference batches#253
proerror77 merged 1 commit into
mainfrom
codex/cex-usdm-reference-runtime-222

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Part of #222.

Change contract

Collect one fail-closed, complete Binance USD-M reference batch from the exact official https://fapi.binance.com origin using serverTime, exchangeInfo, bulk premiumIndex, and bounded per-symbol openInterest requests, preserving source/received clocks and source origin.

Out of scope

Artifact publication/readback, CLI, systemd/deployment/shadow gate/cutover, issues #223/#224, snapshot, evaluator, and research logic.

Dependency or merge order

Depends on PRs #251 and #252 (merged). Merge before the separate artifact publisher/verifier PR, then the CLI PR, then deployment gate. This PR does not close #222.

Focused validation

  • TDD red proof: focused tests initially failed because the reference source, timed JSON, complete collector, and official-origin contract did not exist.
  • cargo test -p hft-collector (195 passed, 2 ignored)
  • cargo clippy -p hft-collector --lib -- -D warnings
  • single-file rustfmt check
  • git diff --check
  • two independent read-only final reviews: no blockers.

A PRD is unnecessary because issue #222 already specifies the behavior and this is one independently reviewable source/collection contract.

Rollout / rollback impact

No executable or deployment behavior changes. This module is dormant until the later CLI/deployment layers use it. Rollback is a single code revert.

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Run ID: 1014e844-e527-42ff-b078-31e3c311118d

📥 Commits

Reviewing files that changed from the base of the PR and between 05d1966 and 9a47d4f.

📒 Files selected for processing (2)
  • rust_hft/tools/collector/src/binance_usdm_reference_collector.rs
  • rust_hft/tools/collector/src/lib.rs
✨ Finishing Touches
🧪 Generate unit tests (beta)
  • Create PR with unit tests
  • Commit unit tests in branch codex/cex-usdm-reference-runtime-222

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

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