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feat(data): upgrade Binance USD-M reference to V3 - #774

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proerror77 merged 12 commits into
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codex/binance-usdm-reference-v3-upgrade
Aug 9, 2026
Merged

proerror77 merged 12 commits into
mainfrom
codex/binance-usdm-reference-v3-upgrade

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@proerror77

@proerror77 proerror77 commented Aug 9, 2026

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Change contract

Capture USD-M tick size, step size, and minimum notional in reference V3 while preserving immutable V2 triplets as strictly validated read-only evidence.

Issue relationship

Refs #773

Out of scope

Existing-host cutover, PIT materialization, authenticated fee snapshots, execution latency telemetry, and Live trading.

Dependencies and merge order

First rollout unit for #773. The separately scoped existing-host cutover depends on this schema PR and must merge before any V3 production switch.

Focused validation

  • cargo test -p hft-data --locked binance_usdm_reference: 7 passed
  • cargo test -p hft-collector --locked binance_usdm_reference_artifact: 6 passed
  • cargo test -p hft-collector --bin binance-usdm-reference-artifact-verifier --locked: 6 passed
  • Historical V2 readback rejects inconsistent typed contents even with newly sealed caller anchors
  • Worktree preflight and diff check passed

Rollout and rollback

No production rollout from this PR alone. Keep the current V2 collector and uploader unchanged until the follow-up existing-host cutover is reviewed, merged, released, shadow-gated, and explicitly controlled.

Scope exception

None.

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📥 Commits

Reviewing files that changed from the base of the PR and between 1d94b43 and bd06598.

📒 Files selected for processing (9)
  • agent-worktree.yml
  • deployment/aliyun/binance-usdm-reference-shadow-gate-policy.jq
  • deployment/aliyun/test-binance-usdm-reference-shadow-gate.sh
  • rust_hft/data-pipelines/core/src/binance_usdm_reference.rs
  • rust_hft/tools/collector/src/bin/binance-usdm-reference-artifact-verifier.rs
  • rust_hft/tools/collector/src/bin/binance-usdm-reference-collector.rs
  • rust_hft/tools/collector/src/binance_usdm_reference_artifact.rs
  • rust_hft/tools/collector/src/binance_usdm_reference_collector.rs
  • rust_hft/tools/collector/src/binance_usdm_reference_upload.rs

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💡 Codex Review

Here are some automated review suggestions for this pull request.

Reviewed commit: 2acc62503a

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Comment thread deployment/aliyun/binance-usdm-reference-cutover.sh Outdated
Comment thread rust_hft/tools/collector/src/binance_usdm_reference_artifact.rs Outdated
Comment thread rust_hft/data-pipelines/core/src/binance_usdm_reference.rs
Comment thread deployment/aliyun/binance-usdm-reference-cutover.sh Outdated
@proerror77
proerror77 merged commit 8b93efc into main Aug 9, 2026
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@proerror77
proerror77 deleted the codex/binance-usdm-reference-v3-upgrade branch August 9, 2026 15:40
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