fix(data): tolerate bounded Binance source clock lead

[proerror77]

Change contract

Accept Binance depth and aggregate-trade source timestamps that lead the local receive clock by at most 1,000 ms while preserving the existing 30,000 ms stale-delay ceiling and rejecting larger leads fail closed.

Out of scope

• Aggregate-trade ID or raw-trade-range continuity
• Capture epoch and segment rotation semantics
• Artifact verification, research assembly, deployment, or ECS changes

Dependency or merge order

PR #118 is already merged. This PR is otherwise independent and must merge before the Binance artifact verifier is rebased and promoted.

Focused validation

• cargo test --manifest-path rust_hft/Cargo.toml -p hft-data binance_market_tape — 14 passed
• cargo clippy --manifest-path rust_hft/Cargo.toml -p hft-data --all-targets -- -D warnings — passed
• cargo fmt --manifest-path rust_hft/Cargo.toml -p hft-data -- --check — passed
• git diff --check origin/main...HEAD — passed
• Counterexample coverage: +1,000 ms is accepted and +1,001 ms is rejected for both depth and aggTrade frames; the 30,000 ms delay guard remains covered.

Rollout / rollback impact

No runtime switch is performed by this PR. Rollout is the shared parser behavior change; rollback is a single-commit revert that restores zero positive clock lead tolerance. Existing fail-closed replay safety from #118 remains in effect.

Summary by CodeRabbit

• Bug Fixes
  • Improved handling of Binance market events when source timestamps are slightly ahead of the local receive clock.
  • Events may now lead the receive clock by up to 1 second; larger differences are rejected with a clear validation error.
  • Preserved safeguards against excessive source-to-receive delays.
  • Updated validation coverage for depth and aggregate-trade events.

[coderabbitai]

No actionable comments were generated in the recent review. 🎉

ℹ️ Recent review info

⚙️ Run configuration

Configuration used: defaults

Review profile: CHILL

Plan: Pro

Run ID: 86cc9408-7039-40d4-8970-0298f094008e

📥 Commits

Reviewing files that changed from the base of the PR and between 27afc2e and 0a83705.

📒 Files selected for processing (1)

• rust_hft/data-pipelines/core/src/binance_market_tape.rs

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📝 Walkthrough

Walkthrough

Binance receive-clock validation now permits source timestamps to lead the local receive clock by up to 1,000 milliseconds, while retaining the maximum delay check. Depth and aggregate-trade tests cover acceptance at the boundary and rejection beyond it.

Changes

Binance receive-clock validation

Layer / File(s)	Summary
Bounded source-clock validation rust_hft/data-pipelines/core/src/binance_market_tape.rs	Adds MAX_SOURCE_LEAD_MS and uses saturating arithmetic to enforce bounded source lead and source-to-receive delay checks.
Depth and aggregate-trade boundary tests rust_hft/data-pipelines/core/src/binance_market_tape.rs	Updates the depth error assertion and adds depth and aggregate-trade tests for lead acceptance and rejection boundaries.

Estimated code review effort: 2 (Simple) | ~10 minutes

Possibly related PRs

• proerror77/monday#104: Modifies the same Binance receive-clock validation logic and governed timing checks.

🚥 Pre-merge checks | ✅ 5

✅ Passed checks (5 passed)

Check name	Status	Explanation
Title check	✅ Passed	The title accurately summarizes the main change: allowing a bounded Binance source clock lead.
Description check	✅ Passed	It covers the required contract, out-of-scope, dependency, validation, and rollout details, with only minor template heading deviations.
Docstring Coverage	✅ Passed	No functions found in the changed files to evaluate docstring coverage. Skipping docstring coverage check.
Linked Issues check	✅ Passed	Check skipped because no linked issues were found for this pull request.
Out of Scope Changes check	✅ Passed	Check skipped because no linked issues were found for this pull request.

✨ Finishing Touches

📝 Generate docstrings

• Create stacked PR
• Commit on current branch

🧪 Generate unit tests (beta)

• Create PR with unit tests
• Commit unit tests in branch codex/binance-source-clock-tolerance

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[chatgpt-codex-connector]

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[chatgpt-codex-connector]

Carry the clock-lead tolerance into replay filters

For accepted Binance aggTrade/depth frames whose source timestamp is 1–1000 ms ahead of receive time, this parser now permits rows with received_at < trade_time/event_time; however, checked rust_hft/prediction-markets/crates/ploy-feed-loaders/src/database.rs and the sampled replay queries still require received_at >= trade_time (lines 90–94) and received_at >= event_time (lines 121–126). Those newly accepted rows are therefore silently excluded from historical replay/features, so the tolerant capture contract does not carry through to experiments.

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