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Feature Pack: YU06-eod-price-production

linux/mac support windows support

Status: Implemented Track: architecture Lineage role: optional Previous state: YU05-post-trade-compliance

This pack defines end-of-day price production and an overnight batch dependency chain on top of the YU05-post-trade-compliance baseline.

Primary intent:

  • produce an official, versioned, immutable closing-price snapshot per trading session,
  • gate all downstream overnight jobs behind one durable event rather than a "read latest price" race,
  • fail safe: hold back publication on a data-quality flag, hold back a consumer's account on a missing/flagged holding,
  • drive one real downstream consumer (EOD position marks / P&L) end to end.

Core artifacts:

  • spec.md
  • requirements/functional-delta.md
  • requirements/nonfunctional-delta.md
  • research.md
  • data-model.md
  • quickstart.md
  • contracts/contract-delta.md
  • system/architecture.model.json
  • system/architecture.md
  • system/runtime-topology.md
  • system/messaging-subject-map.md
  • system/adr-026-last-trade-close-versioned-immutable-snapshot.md
  • system/adr-027-jetstream-event-chain-orchestration.md
  • system/adr-028-producer-consumer-split-failsafe.md
  • generation/generation-hook.md
  • generation/implementation-status.md

Target runtime behavior:

  • Producer runs inside trade-processor, reading the existing price feed and writing its own versioned tables.
  • Consumer runs inside position-service, subscribing to the gate event and writing its own immutable results table.
  • Everything else (deploy/runtime harness, observability stack) is inherited unchanged from YU05-post-trade-compliance.