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fix(polymarket): project in-event Chainlink ticks - #305

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proerror77 merged 1 commit into
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codex/polymarket-in-event-chainlink-304
Jul 24, 2026
Merged

proerror77 merged 1 commit into
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codex/polymarket-in-event-chainlink-304

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Change contract

Project causally valid Chainlink ticks from [event_start - max_delay, event_end) into Polymarket research factors while preserving the pre-open-only audit and frozen settlement strike.

Out of scope

  • Collector deployment or evidence production
  • Snapshot/evaluator/MCTS/result publication
  • Binance baselines
  • Any change to settlement labels, token LOB ownership, or live execution

Dependency / merge order

None. Based on current main after #303. Issue #304 remains open until exact-main cloud snapshot acceptance succeeds.

Focused validation

  • TDD red proof: the pre-fix projection omitted the in-event reference and the boundary test accepted an out-of-window pre-open tick.
  • cargo +1.91 test --locked -p ploy-research — 288 library tests and 2 binary tests passed.
  • cargo +1.91 clippy --locked -p ploy-research --all-targets --no-deps -- -D warnings — passed.
  • Policy snapshot ID: sha256:e6357720e42c60311e65004d59647d1c1b70edb7d6ca90a1af15fcf5d7f22592, pinned by both BTC/SOL missions.
  • git diff --check and touched-file rustfmt checks — passed.
  • Two independent read-only code reviews — approved.

Targeted counterexamples cover the exact event-window boundaries, carried rows, over-delayed rows, non-causal availability, and the production clock shape where the pre-open tick freezes strike while an in-event tick restores current-reference freshness.

Rollout / rollback impact

Research-only. Rollout requires a new exact-main research image and immutable cloud snapshot/readback. Rollback is a single-commit revert; the old fail-closed no-factor-observation behavior returns. No collector or runtime cutover is included.

Matt flow

Entered through diagnosing-bugs, then triage/issue #304, TDD implementation, and two-lane code-review.

Refs #304

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📥 Commits

Reviewing files that changed from the base of the PR and between be68583 and 6f14844.

📒 Files selected for processing (6)
  • rust_hft/prediction-markets/config/research_missions/polymarket-btc-5m.example.json
  • rust_hft/prediction-markets/config/research_missions/polymarket-sol-5m.example.json
  • rust_hft/prediction-markets/crates/ploy-research/src/factors.rs
  • rust_hft/prediction-markets/crates/ploy-research/src/polymarket_evidence_projection.rs
  • rust_hft/prediction-markets/crates/ploy-research/src/verified_artifact_audit.rs
  • rust_hft/prediction-markets/tasks/todo.md
✨ Finishing Touches
🧪 Generate unit tests (beta)
  • Create PR with unit tests
  • Commit unit tests in branch codex/polymarket-in-event-chainlink-304

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@proerror77
proerror77 merged commit 3f28a39 into main Jul 24, 2026
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@proerror77
proerror77 deleted the codex/polymarket-in-event-chainlink-304 branch July 24, 2026 00:08
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