fix(binance): buffer streams before initial snapshots

[proerror77]

Change contract

Start initial REST snapshot acquisition only after every required Binance WebSocket stream has connected, so startup depth events can be buffered before reconciliation.

Out of scope

• Market-tape verifier or research materializer changes
• OSS uploader behavior
• Production collector cutover
• Evaluator or strategy changes

Dependency / merge order

Depends only on merged PR #126 and current main; merge this PR before generating the Finance/Crypto research artifact.

Focused validation

• Review budget: 1 changed file, below the repository 25-file / 750-line split threshold.
• Red counterexample: snapshots_wait_until_every_websocket_stream_is_connected asserts zero REST requests after only one of two required streams is connected. GitHub Linux run 29635261468 failed at red commit 1cb5853e because the barrier did not exist.
• Exact-head CI: all applicable checks passed at 075e3f5c76aa139168c02ec383aaacd0f768114a; CodeRabbit completed with no actionable findings.
• Linux artifact: GitHub artifact 8427115579, binary SHA-256 77922320fc07aebc1af4c1d3d7f9fd830b1528b4cec9739f3bcd03ecfad02505, cloud self-test passed.
• Pre-merge cloud runtime counterexample: isolated uploader-fenced ECS run 20260718t080031z produced 10 consecutive 60-second segments in one session (18c35374da096517-197772), BTCUSDT/SOLUSDT both bridged, every data/manifest SHA verified, zero sequence gaps, zero internal reconnects, zero process restarts, and production PIDs/restart counters/invocation IDs unchanged.
• Frozen gate evidence SHA-256: 1bf1253170bb6fc3597a0a5ab71cfa42dfa653e80e77687a30bb01a85094f45f.

Rollout / rollback impact

Candidate-only validation completed; no production service or symlink changed. Rollback is the previous immutable collector binary; no state migration is required. Production cutover remains a separate gate and is not part of this PR.

[coderabbitai]

📝 Walkthrough

Walkthrough

Websocket session startup now waits for all expected streams to connect before issuing REST snapshot requests. Connection acknowledgments feed a readiness gate, which then runs the existing snapshot pipeline. Session metadata uses the computed stream count, and an async test verifies ordering and shutdown.

Changes

Snapshot startup coordination

Layer / File(s)	Summary
Connection acknowledgment wiring rust_hft/tools/collector/src/bin/binance-lob-archiver.rs	run_session computes the expected stream count, passes an acknowledgment channel to websocket tasks, and records that count in session metadata. receive_url signals after connecting.
Snapshot readiness gate and validation rust_hft/tools/collector/src/bin/binance-lob-archiver.rs	Snapshot production waits for every expected connection signal before emitting snapshots and InitialSnapshotsComplete; the async test verifies request ordering, output, and shutdown.

Estimated code review effort: 3 (Moderate) | ~20 minutes

Sequence Diagram(s)

sequenceDiagram
  participant Session
  participant WebsocketStreams
  participant ReadinessGate
  participant SnapshotProducer
  Session->>WebsocketStreams: Start expected websocket tasks
  WebsocketStreams->>ReadinessGate: Send connection acknowledgments
  ReadinessGate->>SnapshotProducer: Start after all acknowledgments
  SnapshotProducer-->>Session: Emit snapshots and InitialSnapshotsComplete

Loading

Possibly related PRs

• proerror77/monday#126: Both changes modify Binance session orchestration and snapshot production in binance-lob-archiver.rs.

🚥 Pre-merge checks | ✅ 5

✅ Passed checks (5 passed)

Check name	Status	Explanation
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.
Title check	✅ Passed	The title clearly summarizes the main Binance startup sequencing change.
Description check	✅ Passed	The description covers the required template sections with clear change, validation, rollout, and scope notes.

✨ 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-startup-buffer

---

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

• X
• Mastodon
• Reddit
• LinkedIn

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

[proerror77]

@coderabbitai review

[coderabbitai]

✅ Action performed

Review finished.

Note: CodeRabbit is an incremental review system and does not re-review already reviewed commits. This command is applicable only when automatic reviews are paused.