feat(collector): fail closed on Binance market tape continuity - #117
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✨ Finishing Touches🧪 Generate unit tests (beta)
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| #[test] | ||
| fn aggregate_trade_is_validated_and_archived_without_mutating_lob_state() { | ||
| let root = env::temp_dir().join(format!( |
| .expect("zstd is required for segment lifecycle tests") | ||
| .status | ||
| .success()); | ||
| let root = env::temp_dir().join(format!( |
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Change contract
Make Binance
market_tape.v1producer fail closed on aggregate-trade continuity by preserving validator state across in-process reconnects and refusing replay-safe checkpoints after process restart when prior market-tape history exists but no aggregate-trade restore exists.Out of scope
No verifier changes, no downloader/recovery restore implementation, no research snapshot wiring, and no deploy/runtime promotion.
Dependency or merge order
Base:
main. Merge independently before the verifier PR.Focused validation
cargo test -p hft-collector --bin binance-lob-archiver -- --nocapturecargo test -p hft-collector current_market_tape_history_requires_aggregate_trade_restore -- --nocapturecargo test -p hft-collector untrusted_market_tape_history_keeps_checkpoints_replay_unsafe -- --nocapturecargo fmt -p hft-collectorRollout/rollback impact
Roll forward causes restarted producers with existing
binance.market_tape.v1history to keep new segments replay-unsafe until a future restore seam is implemented; rollback restores the previous, unsafe optimistic continuity behavior.