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Quant Data Layer v2.2.1

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@github-actions github-actions released this 01 Oct 00:58
· 92 commits to main since this release
v2.2.1
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Quant Data Layer v2.2.1

Scope

Kafka-native execution-readiness repair, retaining V2 primary and policy-limited V1 fallback. No broker orders, TS/alpha rollout, Kafka offset reset, cache flush, or history deletion.

  • Rust core flushes against an absolute batch deadline; arrivals cannot extend the deadline indefinitely.
  • Existing transactional quarantine carries bounded, generation-fenced L2 resnapshot feedback to the existing venue ingestor. BOOK recovery does not restart TRADE/QUOTE lanes.
  • Fair socket polling and coalesced control checkpoints prevent feedback pressure from starving live input. Genuine gaps still fail closed.
  • Includes additive OKX inverse sandbox binding and previously integrated realm/diagnostic fixes; not a grant of new alpha execution rights.
  • SDK2.0.6 gives existing typed refusal diagnostics a distinct reproducible artifact identity. API schema remains2.0.0; existing consumer pins are unchanged.

Evidence

64 entitlement products x two Query replicas:128 typed views,126 usable, two OKX TRADE refusals matched to latest public trade ID/time at observation. All MARK/QUOTE/BOOK/BAR preflight reads usable. Request-to-validated-usable observed maxima are below50ms in these small groups; they are not p99.

One300s production observation: paper60/60 and sandbox22/22 READY on11 distinct published heartbeats each. Four OKX transport disconnects produced12paper/8sandbox session refusals followed by recovery. This is fail-closed recovery, not continuous availability. Paper cache was measured176s after correcting the observer Redis selection; sandbox300s. Polling ages include up to1s observation delay and are not exact Redis commit latency.

Isolated authentic RF3 replay at unchanged core caps:330000 records across6partitions, bounded4k/s and5k/s windows, all final offsets caught up. Not indefinite5000/s per consumer or unlimited fanout. Whole runtime observation averaged4.70cores, sampled peak5.12, no cap increase.

Deployment And Rollback

Three Rust cores and two native ingestors use immutable658a9570c5fc...54023. Two Query readers additionally use b40b49c361c7...4a65 (sourcee366f75) with PyJWT2.15.1/urllib32.8.0 security fixes;32packagedauth/SDKtests pass. Query rollback is0ed57643...eb959 with identical mounts/config. Stream, KN market projectors, BAR edge, V1 and TS images stay unchanged. Certificate contains full per-role digests. Native rollback is coref2040ac9...ca79 and ingestor7fe34806...f69f with original per-role config;7fe remains active in KN market projectors. No reset needed. Historical authority handoff digest is provenance, not a false claim of current executable identity.

Limits

Binance3d and DNSE/VN V2 are excluded by owner. Quiet last trades can legitimately fail execution eligibility; no stale price is made fresh. Unchanged warmup/batch/reference/diagnostics capacity inherits dated v2.2.0 evidence, not a new full-catalogue benchmark. TS E lifecycle/order certification remains separate. See certificate and endpoint report for denominators, sampling limitations and observed reconnects.

Query Security Readback

After the separately approved twoQuery roll,128/128 typed views returned,125 usable and3 strict TRADE-age refusals; no auth/manifest failure. BinanceSOL andOKXBNB matched provider quiet-last-trade evidence. OKXSOL had a newer trade228ms before the request, present in raw/canonical; this is not called quiet. Canonical CreateTime is not commit visibility. Ten follow-up reads yielded7usable/3age-refused then a newer trade, retained separately rather than replacing the128-read denominator. No additional C2 or threshold relaxation. Latest per-feed observed request maximum8-12usable samples is in the endpoint report; no fabricated p99 or exact Redis commit latency.

Assets 7
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