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data: expose verified Binance LOB source clocks - #135

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proerror77 merged 1 commit into
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codex/binance-verified-lob-clock
Jul 18, 2026
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proerror77 merged 1 commit into
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codex/binance-verified-lob-clock

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Change contract

Preserve one read-only source/receive clock observation for every depth diff that already passed the Binance market-tape seal, schema, source-clock, sequence, and replay verifiers, so downstream audit and freshness logic need not fall back to receive time.

Out of scope

Snapshot projection, audit generation, replay-enum changes, checkpoint clock invention, artifact acquisition, collector behavior, and live execution.

Dependency or merge order

Base: main. Merge before the PR #133 review fix that consumes these verified clocks for LOB freshness.

Focused validation

GitHub Linux run 29645574913 passed cloud rustfmt, the complete hft-data Binance artifact test target, focused Clippy with warnings denied, and focused cargo check. Counterexamples prove missing and governed-limit-violating depth source clocks never return a verified handle; the positive test proves two verified diffs produce exactly two immutable clock projections. Scope: 1 file, 64 lines.

Rollout or rollback impact

No collector or runtime rollout. This only adds a private-field-backed read-only projection to an existing verified handle. Rollback is a single PR revert; existing consumers remain source compatible.

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Reviewing files that changed from the base of the PR and between cbb37c5 and e3888be.

📒 Files selected for processing (1)
  • rust_hft/data-pipelines/core/src/binance_market_tape_artifact.rs
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@proerror77
proerror77 merged commit d076089 into main Jul 18, 2026
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@proerror77
proerror77 deleted the codex/binance-verified-lob-clock branch July 19, 2026 04:27
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