Source One: DOME Baseline Data
Prepared: 2026-07-02 UTC
Purpose
DOME is the existing local market-data corpus and remains the audit/baseline source for the strategy stack. It is not being replaced. It gives us continuity with the already-built reconstructed windows, Binance and Chainlink joins, labels, and older research artifacts.
Canonical local root:
/home/Binance_Chainlink_Data/isolated_balanced_pm2s
Local Layers Observed
The current DOME corpus has three relevant layers:
reconstructed/{ASSET}/date=YYYY-MM-DD/window_*.jsonl.gzraw/orderbooks/{ASSET}/date=YYYY-MM-DD/window_*_{yes,no}.json.gzraw/trades/{ASSET}/date=YYYY-MM-DD/window_*_{yes,no}.json.gz
Observed inventory from the local filesystem:
| Layer | Assets | Date coverage | Shape |
|---|---|---|---|
reconstructed |
BTC, ETH, SOL, XRP | BTC starts 2026-02-13; ETH/SOL/XRP start 2026-02-19; all extend to 2026-05-31 locally |
1 Hz window files, usually up to 288 five-minute windows per day |
raw/orderbooks |
BTC, ETH, SOL, XRP | 2026-03-16 through 2026-05-31 locally |
YES and NO raw orderbook files per market window |
raw/trades |
BTC, ETH, SOL, XRP | 2026-03-16 through 2026-05-31 locally |
YES and NO raw trade files per market window |
Exact generated counts are maintained in:
/home/Data_Collection_v2/catalog/dome_inventory.csv
/home/Data_Collection_v2/catalog/market_data_catalog.json
Strengths
DOME is strong for baseline research and cross-checks:
- It already matches the existing strategy research code and reconstructed-frame loaders.
- It covers multiple assets: BTC, ETH, SOL, XRP.
- It includes reconstructed 1 Hz five-minute windows for large historical ranges.
- It includes raw YES and NO books for many March-May windows, which is important for validating two-leg YES/NO parity.
- It is integrated with the older Binance/Chainlink feature and resolution workflows.
- It is useful as a fallback when another source has missing archives or questionable transforms.
What DOME Is Good For
Use DOME for:
- Baseline backtests where the old 1 Hz frame interface is expected.
- Validating PMData-derived YES/NO ladders against real DOME YES/NO books.
- Checking top-of-book agreement across sources.
- Comparing reconstructed 1 Hz behavior with sub-second PMData behavior.
- Maintaining compatibility with older Binance/Chainlink and resolution labels.
- Fallback or patching for isolated PMData archive gaps.
Limitations
DOME is weaker than PMData for execution-grade maker/taker fill simulation:
- Reconstructed windows are 1 Hz, while the strategy plan needs sub-second book and trade-event replay.
- The reconstructed NO side can be synthetic in some corpus products; two-leg math must validate against raw real NO books.
- Raw trade quality and temporal density vary by date; some periods are tape-dense and some are patchy.
- Queue position cannot be known exactly from DOME alone.
- It is not as cleanly packaged for date-range archival and re-download as the PMData daily ZIP structure.
Strategy Role
DOME should remain the audit and baseline source.
Recommended uses in the V3 plan:
data/twosided.py: compatibility layer for 1 Hz frames.- Source validation: compare PMData top-of-book and derived YES/NO ladders against DOME raw books.
- Acceptance testing: confirm PMData adapter output agrees with DOME on overlapping windows.
- Fallback: use DOME only where PMData is missing and the fallback is explicitly marked.
Do not use DOME alone as the final execution-quality source for maker queue-fill simulation unless the test is explicitly a baseline or compatibility run.