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  "provider": "marketworld",
  "status": "approved_local_composite",
  "label": "MarketWorld aligned multi-instrument composite",
  "description": "Local composite dataset generated from official MarketWorld packages with strict timestamp inner-join alignment.",
  "venue_package": "COMPOSITE",
  "venue_capability": "multi_instrument",
  "source_policy_id": "marketworld_official_composite_aligned_v1",
  "venue_policy_id": "marketworld_multi_dataset_official_only_v1",
  "coverage_policy": "Composite contains only timestamps where every selected official package has every required instrument.",
  "anti_lookahead_policy": "Each step exposes a single common timestamp across all selected instruments; strategy still sees previous closed step and fills on the next step.",
  "input_dataset_ids": [
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    "mw_binanceus_btc_spot_daily_v1"
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      "data_provider": "kraken_spot",
      "venue_symbol": "XBTUSD",
      "market_type": "crypto_spot",
      "source_role": "spot",
      "dataset_source": "kraken_spot_public_ohlc",
      "live_source": "Kraken public spot OHLC"
    },
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      "data_provider": "kraken_futures",
      "venue_symbol": "PF_XBTUSD",
      "market_type": "crypto_perp",
      "source_role": "perpetual_swap",
      "dataset_source": "kraken_futures_public_charts",
      "live_source": "Kraken Futures public charts"
    },
    "BINANCEUS_SPOT_BTC": {
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      "data_provider": "binance_us_spot",
      "venue_symbol": "BTCUSDT",
      "market_type": "crypto_spot",
      "source_role": "spot",
      "dataset_source": "binanceus_spot_public_klines",
      "live_source": "Binance.US public klines"
    }
  },
  "venue_pairs": [
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      "scope": "same_brand",
      "basis_type": "spot_perp",
      "underlying": "BTC",
      "execution_venues": [
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          "execution_venue": "KRAKEN_FUTURES",
          "data_provider": "kraken_futures",
          "venue_symbol": "PF_XBTUSD"
        }
      ],
      "notes": "Same brand, separate spot and futures venues. Cost model includes additional routing/slippage reserve."
    },
    {
      "venue_pair_id": "binanceus_btc_spot_only",
      "scope": "spot_only",
      "basis_type": "spot_reference",
      "underlying": "BTC",
      "execution_venues": [
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      ],
      "allow_cross_venue_basis": false,
      "legs": [
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          "instrument": "BINANCEUS_SPOT_BTC",
          "execution_venue": "BINANCE_US",
          "data_provider": "binance_us_spot",
          "venue_symbol": "BTCUSDT"
        }
      ],
      "notes": "Spot-only venue package. Binance.US spot is not a same-venue perpetual package."
    }
  ],
  "cost_model_id": "mw_composite_conservative_max_cost_v1",
  "generated_by": "scripts/offline_backtest_workbench.py",
  "generated_at": "2026-07-06T03:51:22+00:00",
  "period": {
    "start": "2026-03-29",
    "end": "2026-06-26",
    "timezone": "UTC"
  },
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  ],
  "instruments": [
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    "KRAKEN_SPOT_BTC",
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  ],
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    "kraken_spot_public_ohlc",
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  "aligned_step_count": 90,
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    "timezone": "UTC",
    "granularity": "daily",
    "required_legs_per_timestamp": [
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    ],
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    "dropped_step_count_by_dataset": {
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