fix(collector): validate observed USD-M zero-price sentinel

[proerror77]

Change contract

Accept the observed Binance USD-M zero-price trade sentinel only when p=0, q=0, X=NA, and st=1; preserve all existing stream, identity, dual-clock, and trade-ID validation. Positive trades remain p>0,q>0, and zero events remain audit-only raw_trade_zero_price events.

Issue relationship

Refs #815

Out of scope

No Spot acceptance, negative/non-sentinel fallback, runtime/ECS/OSS/Live changes, deployment, or workflow/dependency changes.

Dependencies and merge order

None

Focused validation

• Red on exact observed t=553104312 (stream=btcusdc@trade, p=0,q=0,X=NA,st=1) before the fix: raw trade field q is not positive.
• cargo test -p hft-data --lib --locked: 78 passed.
• Linux target collector check and scoped Clippy (hft-data, hft-collector --bin binance-lob-archiver --tests) pass with -D warnings.
• Collector real-window upload-only E2E passes 1/1 in a temporary macOS libc shim (RUSAGE_SELF only); native macOS test execution remains blocked by the pre-existing libc::RUSAGE_THREAD error in polymarket_upload.rs.
• Artifact verifier replay proves IDs 553104311-553104315 are continuous, three zero events are not counted as valid raw_trade, and the strict shape rejects malformed/mismatched fields, Spot, and negative prices.

Rollout and rollback

None; code-only PR. Runtime/deployment remains separately gated.

Scope exception

None

Summary by CodeRabbit

• Bug Fixes

  • Improved handling of zero-price Binance USD-M trades by validating required quantity and status fields.
  • Preserved valid positive-price trades while rejecting malformed, incomplete, or negative-price events.
  • Improved continuity and event-count accuracy when processing streams containing zero-price and regular trades.

• Tests

  • Expanded coverage for valid, malformed, and mixed real-time trade sequences across supported stream types.

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Review details

⚙️ Run configuration

Configuration used: defaults

Review profile: CHILL

Plan: Pro Plus

Run ID: 1054b3c0-f0e9-4a84-83d3-d03b49dac518

📥 Commits

Reviewing files that changed from the base of the PR and between 826c9a7 and 7bb7a6d.

📒 Files selected for processing (1)

• rust_hft/tools/collector/src/bin/binance-lob-archiver.rs

📝 Walkthrough

Walkthrough

The change validates zero-price Binance raw trades against required sentinel fields. It adds continuity coverage for multiple zero-price events and updates USD-M archiver fixtures and upload contract assertions for realistic BTCUSDC frames.

Changes

Binance zero-price raw trades

Layer / File(s)	Summary
Zero-price sentinel validation rust_hft/data-pipelines/core/src/binance_market_tape.rs	Zero-price trades require quantity 0, execution type X = "NA", and status flag st = 1. Tests cover valid and invalid sentinel fields and positive-price quantity validation.
Market-tape continuity coverage rust_hft/data-pipelines/core/src/binance_market_tape_artifact.rs	Fixtures and integration tests cover two regular trades around three zero-price trades and verify manifest event counts.
USD-M archiver contract fixtures rust_hft/tools/collector/src/bin/binance-lob-archiver.rs	USD-M fixtures use observed payloads, deterministic BTCUSDC timestamps, all stream types, and assertions for two regular and three audited zero-price events.

Estimated code review effort: 3 (Moderate) | ~25 minutes

Possibly related PRs

• proerror77/monday#811: Introduced related USD-M non-positive raw-trade validation and archival coverage.
• proerror77/monday#813: Added the USD-M upload-only contract test and related raw-trade fixture assertions.
• proerror77/monday#544: Introduced related raw-trade parsing and validation behavior.

🚥 Pre-merge checks | ✅ 5

✅ Passed checks (5 passed)

Check name	Status	Explanation
Title check	✅ Passed	The title clearly and concisely describes validation of the observed USD-M zero-price sentinel.
Description check	✅ Passed	The description completes every required template section with scope, validation, dependencies, issue linkage, and rollout details.
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 docstrings

• Create stacked PR
• Commit on current branch

🧪 Generate unit tests (beta)

• Create PR with unit tests
• Commit unit tests in branch codex/raw-trade-observed-sentinel

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