feat(research): consume snapshot-backed CEX costs by proerror77 · Pull Request #782 · proerror77/monday

proerror77 · 2026-08-09T18:46:09Z

Change contract

Make CEX evaluation consume V2 snapshot fee, funding, and verified order-lifecycle latency evidence. Mission-supplied optimistic values must exactly match the bound snapshot; historical V1 evidence remains readable but cannot execute.

Issue relationship

Refs #773

Out of scope

Materialization, evidence download/readback, production jobs, and live trading activation are separate rollout units.

Dependencies and merge order

PR #781 must merge first; this PR is based on its exact head.

Focused validation

cargo test -p alpha-engine --locked (83 passed, 1 ignored live credential test)
macOS app check reaches the existing unrelated Linux-only libc::RUSAGE_THREAD blocker in polymarket_upload.rs; exact Linux CI is required.
Counterexample: a mission with zero fee against a nonzero snapshot is rejected before evidence is written.

Rollout and rollback

Research-only; no runtime mutation. Revert before enabling the V2 materializer if evaluation review rejects the binding.

Scope exception

None

…into codex/cex-research-evaluator-v2

…ntract-v2 # Conflicts: # agent-worktree.yml

…into codex/cex-research-evaluator-v2 # Conflicts: # agent-worktree.yml

…into codex/cex-research-evaluator-v2

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📥 Commits

Reviewing files that changed from the base of the PR and between 02968ad and de455cd.

📒 Files selected for processing (12)

agent-worktree.yml
rust_hft/alpha-harness/app/src/data_mission.rs
rust_hft/alpha-harness/app/src/governance.rs
rust_hft/alpha-harness/app/src/mission.rs
rust_hft/alpha-harness/app/src/mission_runner.rs
rust_hft/alpha-harness/engine/src/engines/mcts.rs
rust_hft/alpha-harness/engine/src/engines/mod.rs
rust_hft/alpha-harness/engine/src/evaluation.rs
rust_hft/alpha-harness/engine/src/formula_evaluator.rs
rust_hft/alpha-harness/engine/src/lib.rs
rust_hft/alpha-harness/onnx-evaluator/src/lib.rs
rust_hft/research-core/manifest/src/lib.rs

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…aluator-v2 # Conflicts: # agent-worktree.yml # rust_hft/research-core/manifest/src/lib.rs

proerror77 · 2026-08-09T19:58:12Z

@codex review exact head d1721ee

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proerror77 · 2026-08-09T20:11:05Z

@codex review exact head a2ec2fe

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proerror77 · 2026-08-09T20:35:57Z

@codex review exact head 837641d: verify V2 rebate enforcement, non-CEX funding isolation, and V1 promotion block.

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proerror77 · 2026-08-09T20:43:22Z

@codex review exact head e91228c

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proerror77 · 2026-08-09T20:58:38Z

@codex review exact head daf46c7: verify explicit PIT funding scope and V1 deployment-signing block.

…aluator-v2 # Conflicts: # agent-worktree.yml

proerror77 · 2026-08-09T21:00:20Z

@codex review exact head 9507fd2 after main integration

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proerror77 · 2026-08-09T21:15:36Z

@codex review exact head 9ea7637: CI-only test shadowing fix; verify evaluator V2 cost and promotion gates remain correct.

proerror77 · 2026-08-09T21:18:43Z

@codex review exact head a56a4d5: final CI compile fix only; both fee and funding fixtures no longer shadow the helper.

chatgpt-codex-connector · 2026-08-09T21:22:43Z

Codex Review: Didn't find any major issues. Keep it up!

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proerror77 · 2026-08-09T21:24:25Z

@codex review exact head b6bb111: verify final governance compile corrections preserve V1 costs and V2 promotion/signing enforcement.

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proerror77 · 2026-08-09T21:31:17Z

@codex review exact head de455cd: verify every V2 execution entry point now requires exact snapshot fee/funding/latency costs before PIT rows are built.

chatgpt-codex-connector · 2026-08-09T21:34:42Z

Codex Review: Didn't find any major issues. 👍

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Sonic Shih added 19 commits August 10, 2026 02:31

feat(research): define CEX replay snapshot V2

6596aa6

fix(research): bind V2 snapshot evidence timelines

033d21c

feat(research): enforce snapshot-backed CEX costs

4157410

fix(research): consume snapshot-backed CEX costs

ce7841a

fix(research): keep V1 writer until consumers migrate

bb5e572

Merge remote-tracking branch 'origin/codex/cex-research-contract-v2' …

1a9ee3e

…into codex/cex-research-evaluator-v2

refactor(research): retire V1 CEX dataset writes

431590c

Merge remote-tracking branch 'origin/main' into codex/cex-research-co…

b475ab2

…ntract-v2 # Conflicts: # agent-worktree.yml

Merge remote-tracking branch 'origin/codex/cex-research-contract-v2' …

927607d

…into codex/cex-research-evaluator-v2 # Conflicts: # agent-worktree.yml

fix(research): harden V2 PIT evidence bounds

e5f335e

Merge remote-tracking branch 'origin/codex/cex-research-contract-v2' …

22159f9

…into codex/cex-research-evaluator-v2 # Conflicts: # agent-worktree.yml

fix(research): bind complete PIT evidence sets

ddf26da

fix(research): close V2 evidence coverage gaps

c061457

fix(research): bind fee evidence to account

e85ad31

fix(research): bind V2 series identity

2b6f560

Merge remote-tracking branch 'origin/codex/cex-research-contract-v2' …

daa2413

…into codex/cex-research-evaluator-v2

fix(research): bind V2 cost evidence scope

d4421bd

Merge remote-tracking branch 'origin/codex/cex-research-contract-v2' …

c63d2c6

…into codex/cex-research-evaluator-v2

test(alpha-harness): align evaluator fixture with v2 evidence

25cdb29

Base automatically changed from codex/cex-research-contract-v2 to main August 9, 2026 19:56

Sonic Shih added 2 commits August 10, 2026 03:57

chore: refresh evaluator stack base

47fc8a8

Merge remote-tracking branch 'origin/main' into codex/cex-research-ev…

d1721ee

…aluator-v2 # Conflicts: # agent-worktree.yml # rust_hft/research-core/manifest/src/lib.rs

proerror77 marked this pull request as ready for review August 9, 2026 19:58

proerror77 enabled auto-merge (squash) August 9, 2026 19:58

chatgpt-codex-connector Bot reviewed Aug 9, 2026

View reviewed changes

Comment thread rust_hft/alpha-harness/app/src/data_mission.rs

Comment thread rust_hft/alpha-harness/app/src/data_mission.rs Outdated

test(alpha-harness): resign optimistic cost fixture

a2ec2fe

proerror77 mentioned this pull request Aug 9, 2026

Deploy Binance USD-M Reference V3 on existing ECS host #779

Closed

chatgpt-codex-connector Bot reviewed Aug 9, 2026

View reviewed changes

Comment thread rust_hft/alpha-harness/app/src/mission_runner.rs

Comment thread rust_hft/alpha-harness/app/src/data_mission.rs

fix(research): close V2 evaluation bypasses

837641d

chatgpt-codex-connector Bot reviewed Aug 9, 2026

View reviewed changes

Comment thread rust_hft/alpha-harness/engine/src/evaluation.rs Outdated

fix(research): pass manifest identity to promotion gate

e91228c

chatgpt-codex-connector Bot reviewed Aug 9, 2026

View reviewed changes

Comment thread rust_hft/alpha-harness/app/src/governance.rs

fix(research): scope PIT costs and deployment admission

daf46c7

Merge remote-tracking branch 'origin/main' into codex/cex-research-ev…

9507fd2

…aluator-v2 # Conflicts: # agent-worktree.yml

chatgpt-codex-connector Bot reviewed Aug 9, 2026

View reviewed changes

Comment thread rust_hft/alpha-harness/app/src/governance.rs Outdated

Comment thread rust_hft/alpha-harness/engine/src/evaluation.rs

test: avoid shadowing evaluator row fixture

9ea7637

test: name evaluator fixtures distinctly

a56a4d5

fix: compile V2 governance checks

b6bb111

chatgpt-codex-connector Bot reviewed Aug 9, 2026

View reviewed changes

Comment thread rust_hft/alpha-harness/app/src/data_mission.rs

fix: bind all V2 evaluation costs

de455cd

proerror77 merged commit fd3afe6 into main Aug 9, 2026
45 checks passed

proerror77 deleted the codex/cex-research-evaluator-v2 branch August 9, 2026 21:53

proerror77 mentioned this pull request Aug 9, 2026

Materialize production CEX ResearchSnapshot V2 evidence #794

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proerror77 commented Aug 9, 2026

Change contract

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Out of scope

Dependencies and merge order

Focused validation

Rollout and rollback

Scope exception

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