PulseTrade.MarketData.TAResearch.Contracts 0.1.0-alpha5

PulseTrade.MarketData.TAResearch.Contracts

本package定義PTMD TAResearch的transport-neutral projection、query與correction API，不依賴Storage、SQL、Akka、PTCS、Dynamic或provider SDK。

Data flow

provider / live materializer / PCSL replay
  -> validate source-specific input
  -> map KHistoryRow to TaOhlcvBar
  -> KHistoryProjectionEnvelope
  -> IKHistoryProjectionSink
  -> SQL serving projection or existing-storage adapter

PTCS.Host / E2EQ
  -> range/delta or latest/trading-day query
  -> ITaResearchQueryProvider + optional ITaResearchWindowQueryProvider
  -> TaHistoryReply

admin / reconcile host
  -> TaCorrectionCommand
  -> ITaResearchCorrectionStore
  -> append-only TaCorrectionAuditRow

TaOhlcvBar是wire row；既有PulseTrade.MarketData.Storage.KHistoryRow維持原專案內，不為了packaging搬動或破壞相容性。adapter負責兩者轉換。

Validation

• interval只接受1/5/30/60/930。
• 930只接受MDC source與mdc-cme-half-day-930k，missing/unknown policy fail closed。
• OHLC、time range、volume、input count、sealed/partial與revision均需通過TaResearchValidation。source watermark可晚於historical bar close，因為它描述整條source stream進度，不是該bar event time。
• query預設最早2018-01-01、range 366 days、最多10000 bars；Host可提供更嚴格limits。
• cursor為versioned opaque Base64Url JSON，並綁source/instrument/interval；未知版本、損壞或跨instrument重用會拒絕。

Low-cognitive F# API

let sink: IKHistoryProjectionSink =
    { AppendAsync = fun envelope ct -> implementation.AppendAsync(envelope, ct)
      FlushAsync = fun ct -> implementation.FlushAsync(ct)
      HealthAsync = fun ct -> implementation.HealthAsync(ct) }

let provider: ITaResearchQueryProvider =
    { QueryRangeAsync = fun query ct -> implementation.QueryRangeAsync(query, ct)
      QueryDeltaAsync = fun query ct -> implementation.QueryDeltaAsync(query, ct)
      QueryHealthAsync = fun ct -> implementation.QueryHealthAsync(ct) }

let windowProvider: ITaResearchWindowQueryProvider =
    { QueryLatestAsync = fun query ct -> implementation.QueryLatestAsync(query, ct)
      QueryTradingDayAsync = fun query ct -> implementation.QueryTradingDayAsync(query, ct) }

let correctionStore: ITaResearchCorrectionStore =
    { AppendAsync = fun command ct -> implementation.AppendAsync(command, ct)
      ListAuditAsync = fun key maxRows ct -> implementation.ListAuditAsync(key, maxRows, ct) }

correction使用RequestId作idempotency key。non-void command至少提供一個OHLCV patch；void command必須以SupersedesId指向同一bar的既有correction。登入只證明identity，實際write仍需Host/ACL explicit allow；contracts本身不承擔authentication/authorization。

呼叫端先執行validation；SQL provider仍需在transaction/query boundary再次驗證，不可信任browser或adapter已驗證。