Skip to content

fix(polymarket): keep top-of-book pairs complete - #111

Merged
proerror77 merged 1 commit into
mainfrom
codex/polymarket-normalize-book-pairs
Jul 17, 2026
Merged

proerror77 merged 1 commit into
mainfrom
codex/polymarket-normalize-book-pairs

Conversation

@proerror77

Copy link
Copy Markdown
Owner

Change contract

Normalize each Polymarket top-of-book price/size pair atomically: retain both fields only when both are present and non-null; otherwise publish both as null while preserving full depth levels.

Out of scope

Dependency or merge order

None. This PR is independently mergeable and revertible. The production Linux evidence image should be built only after this PR and #110 are both merged so one image contains both the normalized rows and published digest output.

Focused validation

  • cargo test -p hft-collector boundary_ -- --nocapture
  • cargo test -p hft-collector --lib (149 passed, 2 ignored before the mirrored counterexample was added; both focused counterexamples pass afterward)
  • cargo clippy -p hft-collector --all-targets --no-deps -- -D warnings
  • rustfmt --edition 2021 --check rust_hft/tools/collector/src/polymarket_research_normalize.rs
  • Real July 17 input: 24,121 rows, 4 events, 2,180 book rows; every bid/bid_size and ask/ask_size pair matched. Correctly paired-null rows: 85 bid and 85 ask. New normalized content SHA-256: d13921994f5505c0d8e89ca375dd30035a6c27b49c62e56c5233988bf8fdbb0c.

Targeted counterexamples cover both asymmetric failures:

  • ask price present with missing ask size
  • bid price present with missing bid size

Rollout/rollback impact

Rollout: rebuild the immutable Linux publisher image, republish the bounded evidence window, then require seal and semantic verification to pass before research consumption.

Rollback: revert this PR and keep the verifier fail-closed; do not reuse evidence published with unpaired top-of-book fields.

@chatgpt-codex-connector

Copy link
Copy Markdown

You have reached your Codex usage limits for code reviews. You can see your limits in the Codex usage dashboard.
To continue using code reviews, add credits to your account and enable them for code reviews in your settings.

@coderabbitai

coderabbitai Bot commented Jul 17, 2026

Copy link
Copy Markdown

Warning

Review limit reached

@proerror77, you've reached your PR review limit, so we couldn't start this review.

Next review available in: 30 minutes

Enable usage-based reviews in Billing to review now. Otherwise, wait until the next included review is available.
You're only billed for reviews past your plan's rate limits ($0.25/file).

How can I continue?

After more reviews become available, a review can be triggered using the @coderabbitai review command as a PR comment. Alternatively, push new commits to this PR.

To avoid repeated limits, reduce automatic review volume by pausing incremental auto-reviews earlier, using label-based review opt-in, excluding WIP or generated PR titles, or requesting reviews manually when the PR is ready. If your team needs uninterrupted high-volume reviews, an organization admin can enable usage-based reviews.

How do review limits work?

CodeRabbit enforces per-developer PR review limits for each organization. Most developers receive the normal plan review availability.

For paid Pro and Pro+ PR reviews, CodeRabbit uses adaptive limits for sustained high-volume activity. When a developer's recent PR review activity reaches the 95th percentile or higher among CodeRabbit users, additional reviews become available more gradually as earlier reviews age out of the rolling window.

Please refer docs for additional details.

Review details
⚙️ Run configuration

Configuration used: defaults

Review profile: CHILL

Plan: Pro

Run ID: 65856057-27b0-450e-94f9-45a1ffd5388b

📥 Commits

Reviewing files that changed from the base of the PR and between 370dbe4 and 881743a.

📒 Files selected for processing (1)
  • rust_hft/tools/collector/src/polymarket_research_normalize.rs
✨ Finishing Touches
🧪 Generate unit tests (beta)
  • Create PR with unit tests
  • Commit unit tests in branch codex/polymarket-normalize-book-pairs

Thanks for using CodeRabbit! It's free for OSS, and your support helps us grow. If you like it, consider giving us a shout-out.

❤️ Share

Comment @coderabbitai help to get the list of available commands.

@proerror77
proerror77 merged commit f7d8cbb into main Jul 17, 2026
17 checks passed
@proerror77
proerror77 deleted the codex/polymarket-normalize-book-pairs branch July 17, 2026 20:25
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant