Data sources

SOL/USD candles come from Coinbase Exchange (1-minute OHLCV), stored as date-partitioned Parquet and read via DuckDB. The JitoSOL leg comes from a GeckoTerminal pool's minute OHLCV, USD-denominated regardless of the pool pair. Live prices arrive over the Coinbase WebSocket, with GeckoTerminal polled once a minute for DEX-only assets; a Hyperliquid WebSocket feed is implemented but no market in the current universe uses it.

Stated limits: GeckoTerminal's free tier caps minute history near 75 days, so the LST backtest covers a shorter window than the others — less evidence, said plainly. A bar built across a detected feed gap is flagged suspect and carries that flag downstream; a bar that arrives too late to trust — more than 90 seconds past its close, allowing for the minute a polled source legitimately lags — is withheld from the strategy entirely rather than traded on.