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fix(collector): keep Binance tape replay-unsafe - #118

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proerror77 merged 1 commit into
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codex/binance-market-tape-fail-closed
Jul 17, 2026
Merged

proerror77 merged 1 commit into
mainfrom
codex/binance-market-tape-fail-closed

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Change contract
Production startup cannot promote Binance market_tape.v1 artifacts to replay-safe until an authenticated aggregate-trade predecessor or explicit capture epoch exists; the merged collector CI borrow errors are also removed.

Out of scope
Durable aggregate-trade lineage restore, explicit capture-epoch promotion, source-clock skew policy, raw f/l trade-range continuity, verifier/backfill, deployment, and ECS changes.

Dependency or merge order
Follow-up correction to merged PR #117. Merge immediately before any Binance market-tape deployment or verifier promotion. None otherwise.

Focused validation

  • cargo test -p hft-collector --features collector-binance --locked: 156 passed, 2 ignored; Binance bin 33 passed
  • cargo clippy -p hft-collector --all-targets --features collector-binance --no-deps --locked -- -D warnings
  • cargo fmt -p hft-collector -- --check
  • git diff --check
  • Counterexample: startup_default_keeps_checkpoints_replay_unsafe proves a normal production-default start cannot emit a replay-safe manifest or checkpoint row.

Rollout or rollback impact
Rollout is fail-closed: collection may continue, but market_tape.v1 remains ineligible for replay-safe research selection. Rollback would reintroduce the false-safe empty-spool inference and the failed CI lane, so do not roll back; follow with a separately reviewed continuity-promotion PR.

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  • rust_hft/tools/collector/src/bin/binance-lob-archiver.rs
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@proerror77
proerror77 merged commit 27afc2e into main Jul 17, 2026
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@proerror77
proerror77 deleted the codex/binance-market-tape-fail-closed branch July 17, 2026 22:59
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