Route-state and market context

This page defines how market context lands as route-state. L2/L3 feeds feed integrity checks (including checksums) before state enters the strategy pipeline.

Core definitions

Route-state

The current aggregated decision context where routes are evaluated on viability, timing, and risk suitability.

Timing-aware ranking

Route prioritization based on time sensitivity, data freshness, and execution viability, not on isolated signals.

Order book integrity

L2 updates must be processed in order; checksum mismatch ⇒ resync. Critical numeric paths avoid float rounding — see `DECIMAL_F64_POLICY` in the engine docs.

Explainability

Public cause/effect explanation of why routes win or are rejected (why-no-trade, route wins, reject reasons).

Interpretation for operators and visitors

Note: raw market ingest and metrics live primarily on the ingest pool; execution, safety, and order truth live on the decision pool. Never attribute observability to the wrong database — see docs 01 (architecture) and 02 (ingest).
Use the Tier 1 route board + Tier 2 ‘Live Route Board’ for visibility per symbol × route × horizon; that is not a live order feed but exported read models.
Deeper technical layer: `02_DATA_INGEST`, `03_STRATEGY_PIPELINE`, and `07_OBSERVABILITY` under `/docs`.

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