Fix basket quotes that silently substitute the requested event window

.github/workflows/ci.yml

@@ -0,0 +1,18 @@
+name: Engine tests
+
+on: [push, pull_request]
+
+permissions:
+  contents: read
+
+jobs:
+  engine:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - uses: actions/setup-node@v4
+        with:
+          node-version: 22
+          cache: npm
+      - run: npm ci
+      - run: npm test

README.md

@@ -198,3 +198,9 @@ After deployment, validate the public URLs with:
 ```bash
 npm run smoke:production -- https://YOUR-API-HOST https://YOUR-SITE.vercel.app
 ```
+
+## Explicit basket windows
+
+When basket legs request an `intervalMin`, both marginals must come from priced markets for that exact interval. Missing or unpriced requested windows return `insufficient_data`; aggregate sentiment and other intervals cannot substitute. If those marginals exist but correlation covers a different interval, the result is `independence_only` with a null adjusted probability. An independent estimate is not evidence that the two events are independent.
+
+Run the deterministic engine regression suite with `npm ci && npm test`. Live API and production smoke scripts remain separate because they depend on external market data.

src/signals/basket.mjs

@@ -20,7 +20,7 @@ function selectWindow(sentiment, correlation, side, preferredWindowMin = null) {
 
   if (Number.isFinite(preferredWindowMin)) {
     const requested = sentiment.windows.find((window) => window.intervalMin === preferredWindowMin && Number.isFinite(window.impliedProbabilityRaw));
-    if (requested) return requested;
+    return requested || null;
   }
 
   const pool = side === "A" ? correlation?.marketPoolA : correlation?.marketPoolB;
@@ -67,8 +67,10 @@ export async function priceBasket({ legs }, deps = {}) {
 
   const windowA = selectWindow(sentimentA, correlation, "A", preferredMarketWindowMin);
   const windowB = selectWindow(sentimentB, correlation, "B", preferredMarketWindowMin);
-  const marginalA = marginalProbability(sentimentA, windowA);
-  const marginalB = marginalProbability(sentimentB, windowB);
+  // An explicit event window is a contract with the caller, not a preference.
+  // Never fall back to unrelated windows or aggregate asset sentiment.
+  const marginalA = preferredMarketWindowMin && !windowA ? null : marginalProbability(sentimentA, windowA);
+  const marginalB = preferredMarketWindowMin && !windowB ? null : marginalProbability(sentimentB, windowB);
   if (!marginalA || !marginalB) return { status: "insufficient_data", note: preferredMarketWindowMin ? `both basket legs need a priced ${preferredMarketWindowMin}m DreamDEX market` : "both basket legs need at least one priced DreamDEX market", legs, sentimentA, sentimentB, correlation };
 
   const directionA = (legA.direction || "UP").toUpperCase();
@@ -93,10 +95,14 @@ export async function priceBasket({ legs }, deps = {}) {
     correlation,
   };
 
-  if (correlation.status !== "ok" || correlation.correlation === null) {
+  const correlationWindowMismatch = preferredMarketWindowMin !== null
+    && correlation.marketWindowMin !== preferredMarketWindowMin;
+  if (correlation.status !== "ok" || correlation.correlation === null || correlationWindowMismatch) {
     return {
       status: "independence_only",
-      note: "DreamDEX prices are usable, but current candle history is too asynchronous/sparse for a defensible correlation adjustment",
+      note: correlationWindowMismatch
+        ? "Requested market prices are usable, but correlation does not cover the requested event window"
+        : "DreamDEX prices are usable, but current candle history is too asynchronous/sparse for a defensible correlation adjustment",
       ...base,
       adjustedProbability: null,
       pricingDifference: null,

test/basket-live-fallback.test.mjs

@@ -63,3 +63,37 @@ test("basket returns independent price when correlation remains insufficient", a
   assert.ok(Math.abs(result.independentProbability - 0.72 * 0.64) < 1e-12);
   assert.equal(result.adjustedProbability, null);
 });
+
+for (const missing of ['BTC', 'ETH', 'both', 'aggregate-only', 'unpriced']) {
+  test(`explicit window refuses unavailable marginals (${missing})`, async () => {
+    const result = await priceBasket({ legs: [
+      { asset: 'BTC', intervalMin: 60 }, { asset: 'ETH', intervalMin: 60 },
+    ] }, {
+      getAssetSentiment: async (asset) => {
+        const source = asset === 'BTC' ? btc : eth;
+        if (missing === 'aggregate-only') return { asset, probability: 0.5 };
+        if (missing === 'unpriced') return { ...source, windows: source.windows.map(w => w.intervalMin === 60 ? { ...w, impliedProbabilityRaw: null } : w) };
+        return missing === 'both' || missing === asset
+          ? { ...source, windows: source.windows.filter(w => w.intervalMin !== 60) }
+          : source;
+      },
+      calculateAssetCorrelation: async () => ({ status: 'ok', correlation: 0.4, marketWindowMin: 5, marketPoolA: '0xbtc5', marketPoolB: '0xeth5' }),
+    });
+    assert.equal(result.status, 'insufficient_data');
+    assert.equal(result.adjustedProbability, undefined);
+    assert.equal(result.independentProbability, undefined);
+  });
+}
+
+test('explicit window withholds adjustment from a different correlation window', async () => {
+  const result = await priceBasket({ legs: [
+    { asset: 'BTC', intervalMin: 60 }, { asset: 'ETH', intervalMin: 60 },
+  ] }, {
+    getAssetSentiment: async asset => asset === 'BTC' ? btc : eth,
+    calculateAssetCorrelation: async () => ({ status: 'ok', correlation: 0.8, qualityScore: 1, confidence: 'high', marketWindowMin: 5, marketPoolA: '0xbtc5', marketPoolB: '0xeth5' }),
+  });
+  assert.equal(result.status, 'independence_only');
+  assert.equal(result.adjustedProbability, null);
+  assert.deepEqual(result.legs.map(leg => leg.intervalMin), [60, 60]);
+  assert.ok(Math.abs(result.independentProbability - 0.0371) < 1e-12);
+});