- Internal instrument:
BTC-USDT - Binance/Tardis vendor symbol:
BTCUSDT
Vendor-specific parsing is isolated behind ingestion adapters. Downstream raw, bronze, research, feature, label, signal, execution, and accounting schemas use project-level names rather than assuming a single vendor schema.
- Trades: aggressive trade prints with price, amount, side, and source timestamps.
- Incremental L2: order-book level updates suitable for replay and BBO/depth reconstruction.
Binance official public historical Spot trades are used for real trade ingestion validation. Binance's standard public historical archive is not treated as a historical Spot incremental-L2 source. Tardis normalized Binance Spot data is the MVP source for historical incremental L2 replay validation.
Large vendor datasets are not committed to Git. The repository keeps only small regression fixtures and curated reports/figures. Full raw files should live in local work directories, be copied byte-for-byte into the raw layer during ingestion, and remain immutable after checksum verification.
For Tardis normalized L2/trades, timestamp and local_timestamp are
microseconds since Unix epoch in UTC. Local/receive observation time governs
causal replay and feature eligibility; exchange timestamp is retained for audit.
For Binance Spot trade archives, timestamp units are documented by source/date
and are not inferred purely from column names.
Ingestion computes project SHA-256 checksums and preserves vendor checksums when available. Manifests record source identity, instrument mapping, timestamp units, raw/bronze artifact paths, schema assumptions, and row counts. Later research phases record deterministic config and artifact hashes so public results can be traced back to source decisions.