Change contract
Polymarket market tape may carry Binance reference updates (spot_price, agg_trade, l2 kinds) end-to-end: recorder accepts them via include_kinds, and the upload validator validates them with correct manifest semantics.
Depends on: upload validator quote_collection_failure fix (same file, land first).
Background
Recorder side is config-ready (RecordingKind includes SpotPrice/AggTrade/L2, recorded.rs:51-66; Binance feed already runs in-process). Blocker is the validator: ALLOWED_KINDS (polymarket_upload.rs:24-34), scan bail (:976-977), per-kind validation arms (:1094-1166), recovery re-check (:838-847), and PM-shaped quote_coverage_complete/canonical manifest assumptions.
Scope
- Extend
ALLOWED_KINDS + per-kind validation for spot_price/agg_trade/l2 (symbol/shape/timestamp checks)
- Manifest semantics for mixed-kind tapes: coverage fields computed per family;
canonical meaning documented and enforced
deployment/aliyun/polymarket-market-tape.toml: add kinds to include_kinds
- Volume sizing note (~70 L2/s + trade bursts × 7 symbols)
Acceptance
Out of scope
- Replacing the standalone binance-lob-archiver datasets (cross-dataset alignment remains a research-side concern)
Change contract
Polymarket market tape may carry Binance reference updates (
spot_price,agg_trade,l2kinds) end-to-end: recorder accepts them viainclude_kinds, and the upload validator validates them with correct manifest semantics.Depends on: upload validator
quote_collection_failurefix (same file, land first).Background
Recorder side is config-ready (
RecordingKindincludes SpotPrice/AggTrade/L2,recorded.rs:51-66; Binance feed already runs in-process). Blocker is the validator:ALLOWED_KINDS(polymarket_upload.rs:24-34),scanbail (:976-977), per-kind validation arms (:1094-1166), recovery re-check (:838-847), and PM-shapedquote_coverage_complete/canonicalmanifest assumptions.Scope
ALLOWED_KINDS+ per-kind validation forspot_price/agg_trade/l2(symbol/shape/timestamp checks)canonicalmeaning documented and enforceddeployment/aliyun/polymarket-market-tape.toml: add kinds toinclude_kindsAcceptance
Out of scope