Quant Data Layer v2.0.15

Quant Data Layer v2.0.15

Certified Patch Scope

v2.0.15 corrects how the stable V2 edge captures a closed Binance bar, makes
the stable stack recover itself after a host boot, and takes one published
dependency advisory.

Binance final-BAR settlement

Polling GET /fapi/v1/klines for a freshly closed 1m bar returns different
answers from different Binance replicas: measured on 2026-09-16, trade counts
cycled 3155 -> 3232 -> 3263 for about five seconds before every replica
converged. The edge read that bar once at close plus 0.10s and never revised
it, so whichever partial answer it drew became the durable bar permanently.

Measured against the venue's own REST klines before the fix, five consecutive
1m bars per Binance symbol were FINAL, revision=0 and wrong: trade count
always lower than the venue, volume short by 0.17-307 bps, close off by up to
0.46 bps. OKX matched exactly.

The edge now reads the same target bar until two consecutive reads return an
identical row and the bar is at least six seconds old, then publishes
exactly that venue row. It merges nothing, invents nothing, and fails closed
when the venue does not settle inside its read budget, leaving the existing
retry and coverage repair to own the outcome. OKX keeps its single read: its
confirm=1 candles are final on arrival.

Verification, two independent rounds over fresh bars: 40/40 bars exact on
open, high, low, close, volume, base volume and trade count across Binance
BTCUSDT/ETHUSDT and OKX BTC-USDT-SWAP/ETH-USDT-SWAP.

Cost, stated plainly: the final 1m bar now lands 6.7-8.2s after close
instead of about 2s. The consumer contract allows 180s. The previously
published close-to-final-BAR availability figure of p50 2.151s no longer
describes Binance and must be re-measured before it is quoted again.

Host-boot recovery

stable_redis is ephemeral by design, so after a boot the projectors stop
fail-closed on ProjectionCacheMismatch. Every runtime role now declares
unless-stopped, and scripts/v2_stable_boot_recovery.py with its systemd
oneshot performs exactly the governed projection-cache rebuild when, and only
when, it observes that post-boot state. Rehearsed end to end on the running
stack in 17m 44s, ending HEALTHY with the projector group inside its
bounded lag gate.

Dependency advisory

rustls moves from 0.23.43 to 0.23.45 for RUSTSEC-2026-0285, published
2026-09-14: TLS 1.3 handshake messages incorrectly accepted across encryption
level boundaries.

Gates

• Pinned rust:1.82-slim: cargo fmt --all -- --check,
  cargo clippy --workspace --all-targets --locked -- -D warnings,
  cargo test --workspace --locked 81 passed / 0 failed across 13 targets,
  cargo-deny 0.20.2 check advisories, bans, licenses and sources ok.
• Python discovery 1436 tests with the four import errors that a pristine
  dev worktree also has.
• CI run 35077114929 on dev: unit-tests, sdk-python310,
  contract-tests all green.

Boundaries

• Only binance_bar_edge was recreated, on
  qdl-v2-python:2.0.15-5130f6f. V1, Kafka topology, Redis, SQLite, every
  other role, Trading System and alpha were untouched.
• The deployed qdl-v2-rust:2.0.12-3f1c50e still contains rustls 0.23.43.
  The source is fixed; that runtime rollout is a separate packet.
• This patch inherits the v2.0.14 certificate and does not recertify the full
  product matrix. The venue comparison covers the 1m interval for four
  instruments; other intervals inherit the existing OHLCV certification.