48 lines
1.5 KiB
Markdown
48 lines
1.5 KiB
Markdown
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# VIOLET Multi-Exchange OB Seam
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Date: 2026-06-16
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## Scope
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This note describes the new read-only OB provider seam added on the VIOLET side:
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- `prod/clean_arch/violet/venue_ob_provider.py`
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- `prod/clean_arch/violet/test_violet_venue_ob_provider.py`
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The seam exists so VIOLET can later consume a venue-specific OB feed without
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changing BLUE or wiring any live exchange connection into the current shadow
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path.
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## What the seam does
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- normalizes venue ticks into BLUE-shaped `OBSnapshot` records
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- keeps the provider read-only and in-memory
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- validates poison values at ingress with V-TYPES
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- supports either an injected callable tick source or a preloaded buffer
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- exposes the exact `OBProvider` interface that `OBFeatureEngine` expects
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## What it does not do
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- no live BingX connection
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- no Hazelcast writes
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- no BLUE code changes
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- no live wiring into `live_blue_source.py` or `shadow_live_factors.py`
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## Future adapter shape
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A venue-specific live adapter can later be layered on top of this seam by
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feeding `VenueOBTick` records into `VioletVenueOBProvider.refresh()` from any
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normalized feed source. The only contract is the canonical `OBSnapshot` shape
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that `OBFeatureEngine` already consumes.
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## Validation
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The companion test file checks:
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- `VioletVenueOBProvider` implements the `OBProvider` surface
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- malformed values are rejected at construction
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- `OBFeatureEngine(provider)` can run `step_live()` and read back finite OB
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features
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- the callable-source path loads as expected
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