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Make crypto reconstruction methodology prominent - #63

Merged
tradingexpert merged 1 commit into
mainfrom
feature/crypto-reconstruction-positioning
Aug 11, 2026
Merged

Make crypto reconstruction methodology prominent#63
tradingexpert merged 1 commit into
mainfrom
feature/crypto-reconstruction-positioning

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@tradingexpert

@tradingexpert tradingexpert commented Aug 11, 2026

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Summary

  • define one venue-, asset-class-, and vendor-independent replay boundary with two explicit fidelity paths: observed MBO and reconstructed virtual MBO
  • document Databento and Binance as the current reference integrations, not permanent project boundaries
  • make the merged L2-to-virtual-MBO capability prominent near the top of the README
  • publish the full-capture evidence: 99.9708% of valid trades aligned, all processed depth endpoints reconciled, and all joinable book-ticker states matched
  • explain why evidence-constrained virtual MBO enables crypto replay without presenting inferred queues as exchange-native MBO
  • define a measurable Crypto Realism Challenge based on paired L2/L3 or live passive-fill outcomes
  • align architecture, assumptions, connector, data, contributor, and release documentation with that positioning

Why a separate PR

PR #61 merged the reconstruction implementation at eb5ae67. This documentation commit was prepared after that merge, so this clean follow-up branch is based on current main and contains only the post-merge positioning work.

Validation

  • documentation-only diff against current main
  • git diff --check passes
  • local suite: 252 passed, 13 skipped, 96.87% total branch coverage (native-extension cases are exercised in CI)

Community benchmark: #62

@tradingexpert
tradingexpert merged commit 8df5359 into main Aug 11, 2026
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