# Auditor response — 2026-04-25 — historical-first underway

## Three actions executed

| Action | Status |
|---|---|
| Stop watcher (PID 3170546) | ✅ exited cleanly at 09:26:36 UTC; 17,664 rows preserved at `tools/spread-watcher/data/watcher-2026-04-25.jsonl` (~37 minutes of live data, all 4 venues, zero errors) |
| Cancel cron polling (job e5343ad9) | ✅ deleted; no more periodic HEALTHY pings |
| Send historical-ingest prompt to dev (SM:0) | ✅ pasted and submitted; dev session is implementing |

## What happens next

Dev builds `tools/historical-ingest/` per the approved prompt:
- Binance Vision daily bookTicker ZIPs (BTCUSDT + ETHUSDT, 7 days)
- OKX BBO archive download (with REST OHLC fallback if archive unavailable)
- Kraken Spread API pagination (~24h)
- Output JSONL into `tools/spread-watcher/data/historical-*.jsonl` matching the existing schema
- 5 unit tests
- Idempotent CLI runner

Estimated dev time: minutes to ~1 hour given the small surface area.

## After dev finishes

Auditor will:
1. Verify ingest tool independently (read files, run tests, smoke-run for one day).
2. Run `npm run ingest -- --venue all --from 2026-04-18 --to 2026-04-25`. Wall-clock ~15-30 min mostly waiting on Binance Vision downloads.
3. Run existing `npm run analyze` over the historical window.
4. Plus: re-run analyze with two `--basis-rate` values (0.999, 1.001) to confirm robustness against USDT/USD basis assumption.
5. Deliver simple-English call:
   - Which exchange pairs show potential
   - Whether the strategy is viable or not
   - Whether to continue, expand (add Coinbase), or pivot (different markets)

## Open

Nothing requires operator input. Will report back when the ingest tool is shipped and ready to run.