fix(data): require trades for every tape symbol

[proerror77]

Change contract

Reject a Binance market-tape Verified handle unless every symbol declared by the immutable manifest has at least one validated aggregate trade across the sealed segment set.

Out of scope

• Snapshot/replay seed validation
• Final book numeric validation
• Timeline projections or PIT materialization
• Collector, uploader, deployment, or evaluator changes

Dependency / merge order

Based on current main after merged PR #127. Merge this PR before stacked PR #129 and the typed timeline/materializer PRs.

Focused validation

• Review budget: 1 file, below the 25-file / 750-line split threshold.
• Red counterexample: GitHub Linux run 29637715115 failed only at every_declared_symbol_requires_an_aggregate_trade; the log showed an incorrect Ok(VerifiedBinanceMarketTape) with BTC/SOL books but only a BTC trade.
• Green implementation: compare the validated aggregate-trade symbol set with the manifest symbol set after all sealed segments are processed.
• Positive boundary: aggregate_trade_coverage_can_span_segments proves coverage is across the sealed set and is not incorrectly required in every segment.
• Exact-head targeted Linux run 29638230099 passed rustfmt and all 7 verifier tests at ccab9ae0899dae06f2b96e6747fc8ce5ef699b50.
• Exact-head standard GitHub CI: all applicable checks passed.
• Static review findings about multi-symbol fixture fidelity and cross-segment positive coverage were addressed; no production-scope finding remains.

Rollout / rollback impact

Verifier-only fail-closed tightening. No collector or production runtime change. Rollback is reverting this PR; artifacts missing per-symbol trades remain rejected while active.

Summary by CodeRabbit

• Bug Fixes

  • Market tape verification now rejects manifests when any declared symbol lacks aggregate trade coverage.
  • Verification correctly recognizes symbol coverage distributed across multiple signed segments.

• Tests

  • Added coverage for missing symbol trades.
  • Added multi-symbol and multi-segment validation scenarios.

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Run ID: 8ca68071-296e-4448-a7bb-c60fc0ca5bdc

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📝 Walkthrough

Walkthrough

verify_binance_market_tape now requires aggregate-trade coverage for every manifest symbol. Test helpers support multiple symbols, and tests cover missing-symbol rejection and coverage distributed across signed segments.

Changes

Market tape validation

Layer / File(s)	Summary
Enforce declared-symbol aggregate coverage rust_hft/data-pipelines/core/src/binance_market_tape_artifact.rs	Verification rejects tapes when any manifest-declared symbol lacks an aggregate trade.
Generalize fixtures and validate coverage rust_hft/data-pipelines/core/src/binance_market_tape_artifact.rs	Triplet helpers derive manifest symbol metadata from input rows and test missing and cross-segment aggregate-trade coverage.

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

Possibly related PRs

• proerror77/monday#104: Related aggregate-trade parsing and per-symbol validation contracts.

🚥 Pre-merge checks | ✅ 5

✅ Passed checks (5 passed)

Check name	Status	Explanation
Title check	✅ Passed	The title clearly matches the core change: tighter Binance tape verification requiring trades for each declared symbol.
Description check	✅ Passed	The description covers the required sections with clear details; only the optional scope-exception note is not explicit.
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 unit tests (beta)

• Create PR with unit tests
• Commit unit tests in branch codex/binance-verifier-aggtrade

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[proerror77]

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