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Clarify vendor-independent data architecture - #64

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tradingexpert merged 1 commit into
mainfrom
feature/data-fidelity-documentation
Aug 11, 2026
Merged

Clarify vendor-independent data architecture#64
tradingexpert merged 1 commit into
mainfrom
feature/data-fidelity-documentation

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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
  • preserve prominent README coverage of the Binance crypto reconstruction evidence and public realism challenge
  • align the README, architecture, assumptions, connector guide, data guide, schema, execution-engine guide, contributor map, and changelog with the same hierarchy

Why

The existing documentation mixed the project's stable architecture with its current vendor support. This makes the present Databento and Binance integrations look like permanent asset-class boundaries. The revised structure separates source fidelity, canonical representation, and execution while keeping the crypto methodology visible.

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 0cd832a into main Aug 11, 2026
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