fix(collector): accept observed insurance-fund zero-price sentinel - #818
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📝 WalkthroughWalkthroughThe change accepts ChangesBinance zero-price USD-M trade handling
Estimated code review effort: 3 (Moderate) | ~20 minutes Possibly related PRs
🚥 Pre-merge checks | ✅ 5✅ Passed checks (5 passed)
✨ Finishing Touches 💡 1🛠️ Fix failing CI checks 💡
📝 Generate docstrings
🧪 Generate unit tests (beta)
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Issue relationship
Refs #817
Summary
NAandINSURANCE_FUND.p=0,q=0,st=1, and the existing event/stream/symbol/id/clock/maker validation remain mandatory; negative prices, non-zero quantities, wrong status, missing fields,MARKET, and unknown execution types remain rejected.t=110193461..467through frame parsing, event processing, manifest generation, strict verification, and FakeOss upload-only readback. The zero frame is retained asraw_trade_zero_price; six positive trades remainraw_tradeand continuity has no gap.Out of scope
Runtime, ECS, OSS, deployment, Gate, and Live changes.
Dependencies and merge order
None.
Focused validation
t=110193464frame withraw trade zero-price field X is not NA.hft-data78/78; collector upload-only E2E passes with strict verifier, three-object FakeOss readback, and local cleanup (macOS temporaryRUSAGE_THREADshim only).cargo check --tests, hft-data and hft-collector scoped Clippy with-D warnings, andgit diff --checkpass.Rollout and rollback
None; this PR only changes parser/test behavior and is not a production cutover.
Scope exception
None.