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feat(research): bind #324 joint binary LOB evidence - #405

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proerror77 merged 2 commits into
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codex/mission-v3-mcts-324-metrics
Jul 27, 2026
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proerror77 merged 2 commits into
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codex/mission-v3-mcts-324-metrics

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Part of #324.

Change contract: Treat one market_id + decision_time as one joint binary observation that binds the exact Up/Down token books, while keeping fill, fee, slippage, capacity, and horizon PnL side-local.

Out of scope: authenticated settlement/Up/Down evaluator adapters; typed receipts and experiment manifest; #325 CI fixture; #233 ACK trial; #234 publication; collector deployment/#326; CEX and alpha-harness.

Dependency / merge order: Base is merged #387 at 076d584. This is #324 layer 1 of 3; the authenticated evaluator layer stacks after this PR, followed by the receipt/manifest layer.

Focused validation:

  • cargo test -p ploy-research (340 lib + 4 binary tests) on the exact layer-1 source set
  • execution_matrix_event_rows_keep_token_and_book_per_side
  • execution_matrix_separates_stake_size_and_settlement_from_repricing_exit
  • market_midpoint_probability_uses_the_joint_binary_book
  • checked_in_btc_and_sol_templates_pin_current_brief_and_rust_policy
  • exact policy identity: sha256:716cc364a54ea2c70ba1d1d04af701503502967e7fa0412d21bcfa580fc6ae67
  • spec-axis review: CLEAN
  • standards-axis review: CLEAN

Safety counterexamples: missing or swapped sibling books emit no execution rows; settlement mutation cannot change joint-state identity; an ask sum below 1 is not reported profitable when both-leg fees erase the edge.

Rollout / rollback impact: Research-only evidence schema and mission policy identity update; no trading or collector authority. Roll back by reverting this PR and its paired template digest.

Owner semantic contract: #324 (comment)

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Reviewing files that changed from the base of the PR and between adfdcee and 313a78f.

📒 Files selected for processing (3)
  • 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_v2.rs
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@proerror77
proerror77 force-pushed the codex/mission-v3-mcts-324-metrics branch from 0fab7a6 to 313a78f Compare July 27, 2026 02:08
@proerror77
proerror77 merged commit 0cf2cda into main Jul 27, 2026
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@proerror77
proerror77 deleted the codex/mission-v3-mcts-324-metrics branch July 27, 2026 02:27
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