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feat: add a reproducible public-market matching case - #14

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dev-belly merged 1 commit into
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codex/replay-evidence-20261013
Oct 14, 2026
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dev-belly merged 1 commit into
mainfrom
codex/replay-evidence-20261013

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TradeForge's published execution evidence was synthetic. This adds a 40-second public DOGEUSDT depth capture and an offline, narrowly scoped aggressive-matching case. It validates snapshot bridging, continuous depth update IDs, complete packet states, known top-ten coverage, timestamps and exact integer price/base-asset units. No orders are sent.

The same quantity/window is compared across immediate matching and ten time slices, three latency scenarios and three fee scenarios, retaining all 18 cells. Source packets, capture hash, full results and explicit limitations are saved. In this episode the 0/1/10 ms scenarios have identical prices; this is retained, with observed book age and the 100 ms feed limit. The case does not claim measured order latency/account fees, exact passive queues, full OMS validation or endogenous market impact.

Validation: Python suite passes after respecting the existing application-layer boundary and function-size rule; Ruff formatting/lint and strict mypy pass. Added offline reproducibility, sequence-gap rejection, fractional-unit rejection and notional/cost reconciliation checks. CI replays the frozen episode without network access.

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dev-belly merged commit be217ae into main Oct 14, 2026
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