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Fix basket quotes that silently substitute the requested event window - #1

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Ay-obami merged 1 commit into
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audit/strict-basket-window
Sep 28, 2026
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Ay-obami merged 1 commit into
mainfrom
audit/strict-basket-window

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@Ay-obami

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A request for 60-minute basket legs could select 5-minute markets when the requested window was absent and still return a successful adjusted quote.

This change requires priced marginals for the explicit interval, returns insufficient_data when either is missing, and returns independence_only when the correlation interval differs. It adds engine CI and documents these semantics.

Validation: reproduced the original behavior; all six new regressions failed before the fix; npm test now passes 35/35. Tests are deterministic and do not establish live market-data availability. No production deployment is included.

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Project Deployment Actions Updated
crossodds Ready Ready Preview Sep 27, 2026 9:13pm UTC

@Ay-obami
Ay-obami marked this pull request as ready for review September 28, 2026 09:21
@Ay-obami
Ay-obami merged commit 92e319a into main Sep 28, 2026
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@Ay-obami
Ay-obami deleted the audit/strict-basket-window branch October 2, 2026 07:42

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Preview — b395f215 Deployed Sep 27, 2026 by vercel[bot]
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