fix(collector): align live shadow parity windows

[proerror77]

Summary

• compare only mature Polymarket trade events while keeping the common retrieval cutoff
• join trade metadata by market ID and bind cross-lane governed values
• require/type-check governed metadata fields with fee-disabled null normalization
• emit and enforce actionable trade/settlement mismatch evidence

Validation

• cargo test -p hft-collector polymarket_parity (18 passed)
• cargo clippy -p hft-collector --all-targets --features collector-binance -- -D warnings
• cargo test -p hft-collector --features collector-binance (106 passed, 1 ignored in lib; all binary suites passed)
• deployment/aliyun/test-polymarket-raw-ops-control-plane.sh
• cargo fmt -p hft-collector -- --check
• ShellCheck / bash -n / git diff --check

Production stays fail-closed: this PR does not cut over the Rust collector. A fresh one-hour shadow gate is required after merge and immutable artifact publication.

Summary by CodeRabbit

• New Features

  • Improved shadow parity verification for trades and settlements.
  • Added stricter checks for trade IDs, metadata, timing, fees, outcomes, sizes, ticks, and risk settings.
  • Added detailed mismatch reporting, including affected markets and records.
  • Expanded parity evidence with trade and settlement timing details.

• Bug Fixes

  • Prevented incomplete or inconsistent parity results from passing validation.
  • Added safeguards for missing records, duplicate trades, and metadata mismatches.

• Tests

  • Added negative test coverage confirming invalid parity data is rejected.

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Review details

⚙️ Run configuration

Configuration used: defaults

Review profile: CHILL

Plan: Pro

Run ID: 3c184304-1cfe-4e3c-bc9a-1b4652b97471

📥 Commits

Reviewing files that changed from the base of the PR and between 99a5553 and 9c4bb8e.

📒 Files selected for processing (3)

• deployment/aliyun/polymarket-raw-ops-shadow-gate.sh
• deployment/aliyun/polymarket-shadow-gate-policy.jq
• deployment/aliyun/test-polymarket-raw-ops-control-plane.sh

📝 Walkthrough

Walkthrough

Polymarket shadow parity now applies a 10-minute trade maturity lag, compares joined market context, reports explicit mismatch IDs, validates stricter settlement metadata contracts, emits expanded evidence metrics, and enforces these results through jq policy rejection tests.

Changes

Polymarket parity validation

Layer / File(s)	Summary
Governed metadata contract rust_hft/tools/collector/src/polymarket_parity.rs, deployment/aliyun/test-polymarket-raw-ops-control-plane.sh, deployment/aliyun/README.md	Required metadata fields, numeric and boolean validation, fee normalization, and settlement governed-field requirements are expanded.
Mature trade and context comparison rust_hft/tools/collector/src/polymarket_parity.rs	Trade comparisons use event-time maturity separately from recording cutoffs, join trades to market metadata, collect mismatch IDs, and test event-window and context behavior.
Settlement parity and evidence output rust_hft/tools/collector/src/polymarket_parity.rs	Settlement context checks use mismatch IDs, and evidence includes mismatch arrays, timing values, and only-ID fields.
Gate policy enforcement deployment/aliyun/polymarket-shadow-gate-policy.jq, deployment/aliyun/test-polymarket-raw-ops-control-plane.sh	The gate requires exact mature ID parity, valid timing, empty mismatch arrays, and matching trade and settlement contexts; negative tests cover rejected metrics.

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

Sequence Diagram(s)

sequenceDiagram
  participant ParityCompare
  participant TradeMap
  participant MarketMetadata
  participant GatePolicy
  ParityCompare->>TradeMap: apply event maturity and recording cutoff
  TradeMap->>MarketMetadata: resolve metadata for referenced markets
  MarketMetadata-->>ParityCompare: return governed context
  ParityCompare->>GatePolicy: publish parity metrics and mismatch IDs
  GatePolicy-->>ParityCompare: accept or reject evidence

Loading

Possibly related PRs

• proerror77/monday#34: Adds the Rust shadow-parity verifier and wiring extended by this parity refactor.
• proerror77/monday#48: Also tightens event-time maturity and shadow-parity gate validation.

🚥 Pre-merge checks | ✅ 5

✅ Passed checks (5 passed)

Check name	Status	Explanation
Description Check	✅ Passed	Check skipped - CodeRabbit’s high-level summary is enabled.
Title check	✅ Passed	The title clearly summarizes the main collector change: aligning live shadow parity windows.
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/polymarket-parity-live-fix

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[chatgpt-codex-connector]

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Reviewed commit: 99a555357a

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[coderabbitai]

Actionable comments posted: 1

🤖 Prompt for all review comments with AI agents

Verify each finding against current code. Fix only still-valid issues, skip the
rest with a brief reason, keep changes minimal, and validate.

Inline comments:
In `@deployment/aliyun/polymarket-shadow-gate-policy.jq`:
- Around line 84-88: Update the maturity assertions in the gate policy to
require that trade_event_window_started_at_unix is less than or equal to
trade_event_window_ended_at_unix, preventing empty mature windows when the
parity window is no longer than the 600-second lag. Add a rejection test
covering a derived end before the start.

🪄 Autofix (Beta)

Fix all unresolved CodeRabbit comments on this PR:

• Push a commit to this branch (recommended)
• Create a new PR with the fixes

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ℹ️ Review info

⚙️ Run configuration

Configuration used: defaults

Review profile: CHILL

Plan: Pro

Run ID: 2f19f4a6-9065-44a7-ac82-9d52fe5463d5

📥 Commits

Reviewing files that changed from the base of the PR and between f6ded79 and 99a5553.

📒 Files selected for processing (4)

• deployment/aliyun/README.md
• deployment/aliyun/polymarket-shadow-gate-policy.jq
• deployment/aliyun/test-polymarket-raw-ops-control-plane.sh
• rust_hft/tools/collector/src/polymarket_parity.rs