fix(data): validate market-tape receive clocks per stream - #155
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📝 WalkthroughWalkthrough
ChangesBinance receive-clock validation
Estimated code review effort: 2 (Simple) | ~10 minutes Possibly related PRs
🚥 Pre-merge checks | ✅ 5✅ Passed checks (5 passed)
✨ Finishing Touches📝 Generate docstrings
🧪 Generate unit tests (beta)
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Change contract
Validate Binance market-tape receive timestamps independently for each symbol depth stream and aggregate-trade stream, so legitimate concurrent cross-stream append interleaving is accepted while same-stream and cross-segment rollback remain fail-closed.
Out of scope
Collector changes, artifact rewriting, timestamp tolerance, Polymarket evidence, snapshot/evaluator behavior, full-tick research, deployment, and live trading.
Dependency or merge order
None. This is a focused verifier correction on current main.
Focused validation
1784380149716383136, followed by BTC depth1784380149716383055.session_startcounterexample so non-stream rows cannot bypass the segment/session boundary.cargo fmt --package hft-datagit diff --checkRollout or rollback impact
No collector or runtime rollout. Research verification will accept only cross-stream receive-time interleaving; digest, manifest, session, segment-envelope, source-clock, sequence, replay, and per-stream receive-clock checks remain fail-closed. Rollback restores the overly global clock gate and makes the existing immutable tape ineligible for research.