fix(data): require first-segment snapshot seeds

[proerror77]

Change contract

Reject a first Binance market-tape segment whose replay state is established only by a checkpoint; every declared symbol must be seeded by a preceding snapshot in the first segment.

Out of scope

• Aggregate-trade completeness (merged separately in fix(data): require trades for every tape symbol #128)
• Final book numeric validation (owned by fix(data): reject non-positive replayed levels #130)
• Requiring snapshots in later segments
• Timeline projections, PIT materialization, collector, uploader, or deployment changes

Dependency / merge order

None. This PR was originally stacked on #128; after #128 merged it was retargeted to main, updated, and revalidated at exact head 28bb82b06a3e156ef8576b69a93f08e4711358e4.

Focused validation

• Review budget: 1 changed file, below the 25-file / 750-line split threshold.
• Red GitHub/Linux counterexample: run 29638371502 failed only first_segment_checkpoint_cannot_replace_snapshot_seed; the old verifier incorrectly returned a verified handle for session_start + agg_trade + replay-safe checkpoint without a snapshot.
• Green GitHub/Linux implementation run: 29638487525 passed rustfmt and all 8 focused verifier tests.
• Exact-head GitHub/Linux focused run 29639024408 passed rustfmt and all verifier tests for 28bb82b06a3e156ef8576b69a93f08e4711358e4.
• Exact-head standard CI run 29638735090 passed Rust Workspace, Rust HFT Engine Fast Lane, production image/Kubernetes contract, and the repository security lanes.
• Safety boundary preserved: later segments may remain snapshot-free; the existing cross-segment replay test continues through to its intended sequence-gap assertion.

Rollout / rollback impact

Verifier-only fail-closed tightening. No runtime service changes. Rollback is reverting this PR; first segments without snapshot seeds remain rejected while active.

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Review details

⚙️ Run configuration

Configuration used: defaults

Review profile: CHILL

Plan: Pro

Run ID: 5efc5f21-f8ef-4c85-a3dd-ab6443256c20

📥 Commits

Reviewing files that changed from the base of the PR and between f15dc2d and 28bb82b.

📒 Files selected for processing (1)

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

✨ Finishing Touches

🧪 Generate unit tests (beta)

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

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[chatgpt-codex-connector]

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[chatgpt-codex-connector]

Record only replay-accepted snapshot seeds

For first-segment tapes where a snapshot row uses non-canonical casing such as "btcusdt", this normalized insert marks BTCUSDT as seeded even though ReplaySequenceValidator::observe only accepts exact symbol matches for snapshots (binance_lob_replay.rs:136), so replay ignores that snapshot. A session_start + lowercase snapshot + agg_trade + replay-safe checkpoint segment with no diffs can therefore pass this new guard and still have the checkpoint establish the book, which is the counterexample this change is meant to reject; require canonical row symbols or record the seed only after replay accepts the snapshot.

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