fix(polymarket): merge repeated sealed reference evidence

[proerror77]

Change contract

Merge identical canonical v2 trades and identical official settlements across already validated consecutive Polymarket reference segments exactly once, preserving the first segment clocks, while retaining later-only trades and failing closed on semantic conflicts.

Out of scope

Collector deployment or polling policy; raw-row fabrication or renumbering; completion-proof relaxation; ResearchSnapshot/evaluator logic; Binance; Paper, Shadow, or Live. A PRD is unnecessary because this is the focused behavior change already specified in #272.

Dependency or merge order

Independent code PR. After merge and exact-main compiler image publication, #270 consumes the live hour 09-11 reference segments plus bounded hour 12 full/completion segments. #232 remains downstream of #270.

Focused validation

• cargo test -p hft-collector --lib polymarket_research_import::tests:: -- --nocapture (21 passed)
• cargo test -p hft-collector --lib (205 passed, 2 ignored)
• cargo clippy -p hft-collector --lib --no-default-features -- -D warnings
• deployment/aliyun/test-polymarket-raw-ops-control-plane.sh
• Counterexamples cover conflicting duplicate trade context and conflicting settlement winner/vector semantics.

Rollout and rollback impact

Research compiler behavior only. Rollback restores strict cross-segment duplicate rejection and blocks the affected cohort; it does not modify collector services or existing immutable artifacts.

Fixes #272

Summary by CodeRabbit

• Bug Fixes
  • Improved consolidation of trade and settlement records across reference segments.
  • Removed exact duplicate entries while preserving the earliest occurrence.
  • Added validation to reject conflicting records that share identifiers but contain inconsistent details.
  • Improved handling of merged trade histories and settlement winner consistency.

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Review details

⚙️ Run configuration

Configuration used: defaults

Review profile: CHILL

Plan: Pro Plus

Run ID: 58853433-5f7f-46f9-b9f3-bbc76359aee3

📥 Commits

Reviewing files that changed from the base of the PR and between 5a42954 and d3716f9.

📒 Files selected for processing (1)

• rust_hft/tools/collector/src/polymarket_research_import.rs

📝 Walkthrough

Walkthrough

Polymarket reference consolidation now derives canonical identities for trades and settlements, merges identical records while preserving the earliest row, and rejects conflicting duplicate semantics. Tests cover later-only trades, completion proofs, conflicting trade context, and settlement winner mismatches.

Changes

Polymarket reference merge

Layer / File(s)	Summary
Identity-aware merge implementation rust_hft/tools/collector/src/polymarket_research_import.rs	Canonical trade and settlement identities are derived during combine_references; exact duplicates retain the first row, while conflicting identities are rejected.
Merge behavior validation rust_hft/tools/collector/src/polymarket_research_import.rs	Tests cover duplicate and later-only trades, completion proofs, conflicting market context, and settlement winner consistency.

Estimated code review effort: 4 (Complex) | ~45 minutes

Sequence Diagram(s)

sequenceDiagram
  participant ReferenceSegments
  participant combine_references
  participant IdentityValidation
  ReferenceSegments->>combine_references: provide validated NDJSON rows
  combine_references->>IdentityValidation: derive canonical trade or settlement identity
  IdentityValidation-->>combine_references: return merge key and identity vector
  combine_references-->>ReferenceSegments: preserve first duplicate or reject conflict

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Possibly related PRs

• proerror77/monday#154: Updates the same Polymarket reference import module and related cross-segment trade deduplication logic.

🚥 Pre-merge checks | ✅ 5

✅ Passed checks (5 passed)

Check name	Status	Explanation
Title check	✅ Passed	The title clearly reflects the main change: merging repeated Polymarket reference evidence.
Description check	✅ Passed	All required sections are present and the PR explains contract, scope, dependencies, validation, and rollback.
Linked Issues check	✅ Passed	The change matches #272 by deduping identical trades/settlements, retaining later-only rows, rejecting semantic conflicts, and keeping validation behavior.
Out of Scope Changes check	✅ Passed	Changes stay in the targeted compiler module and tests, with no obvious collector, deployment, or unrelated scope added.
Docstring Coverage	✅ Passed	No functions found in the changed files to evaluate docstring coverage. Skipping docstring coverage check.

✨ Finishing Touches

🧪 Generate unit tests (beta)

• Create PR with unit tests
• Commit unit tests in branch codex/polymarket-reference-merge-272

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[chatgpt-codex-connector]

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