fix(polymarket): retain fresh pre-open references

[proerror77]

Change contract

Treat typed BTC/SOL Chainlink references whose source timestamp is in [event_start - 30 seconds, event_end) as belonging to the event while preserving their original arrival clocks, and disclose that exact half-open window in the immutable evidence manifest.

Out of scope

• Contract selection or event boundaries.
• Quote, trade, or settlement inclusion windows.
• Reference source validation, derived labels, evaluators, snapshots, execution, collectors, deployment, gate, or cutover.

Dependency / merge order

Depends on the immutable evidence manifest publisher from #98, which is merged into main. No outstanding stacked dependency remains.

Focused validation

• cargo test --locked -p hft-collector polymarket_research_normalize::tests -- --nocapture (9 passed)
• cargo test --locked -p hft-collector (180 passed, 2 ignored)
• cargo clippy --locked -p hft-collector --all-targets -- -D warnings
• cargo fmt --package hft-collector -- --check
• git diff --check
• Counterexamples cover start-minus-30 acceptance, start-minus-31 rejection, event-end rejection through market_rows, late available_at without backdating, completeness with only the pre-open reference, and exact manifest disclosure.
• Matt Standards/Spec review: no P0-P2 findings; the sole P3 test gap was addressed and revalidated.

Rollout / rollback impact

This changes only normalized research-evidence membership and its manifest disclosure. It does not change collection or execution. Rollback removes the 30-second pre-open membership and restores the previous event-only reference window; previously published content-addressed evidence remains immutable.

Scope evidence

• 2 changed files, 127 insertions, 4 deletions.
• One Research-domain behavior and one rollback unit.

Summary by CodeRabbit

• Bug Fixes
  • Improved Chainlink reference price handling for Polymarket evidence.
  • Reference prices recorded up to 30 seconds before an event now qualify for inclusion.
  • Preserved the original availability timestamp for pre-event reference prices.
  • Improved evidence completeness when valid pre-event references are present.

[proerror77]

@codex review current head 3d8c6bf

[coderabbitai]

No actionable comments were generated in the recent review. 🎉

ℹ️ Recent review info

⚙️ Run configuration

Configuration used: defaults

Review profile: CHILL

Plan: Pro

Run ID: 43dd3e51-1e07-4063-9abe-73ba325c800f

📥 Commits

Reviewing files that changed from the base of the PR and between 687c3d9 and 3d8c6bf.

📒 Files selected for processing (2)

• rust_hft/tools/collector/src/polymarket_evidence_artifact.rs
• rust_hft/tools/collector/src/polymarket_research_normalize.rs

---

📝 Walkthrough

Walkthrough

Chainlink reference prices recorded up to 30 seconds before an event are now eligible for normalization. The manifest recording semantics and tests document and validate the half-open [event_start - 30 seconds, event_end) window.

Changes

Chainlink reference window

Layer / File(s)	Summary
Reference window logic and validation rust_hft/tools/collector/src/polymarket_research_normalize.rs	Adds the 30-second lookback predicate, uses it when filtering reference_price rows, and tests boundary handling, available_at, and surface completeness.
Manifest semantics disclosure rust_hft/tools/collector/src/polymarket_evidence_artifact.rs	Updates the serialized references description and its test assertion to state the expanded timestamp range.

Estimated code review effort: 2 (Simple) | ~15 minutes

Possibly related PRs

• proerror77/monday#96: Introduces related Polymarket normalization logic in the same module.
• proerror77/monday#98: Updates the related evidence artifact manifest semantics.

🚥 Pre-merge checks | ✅ 5

✅ Passed checks (5 passed)

Check name	Status	Explanation
Title check	✅ Passed	The title accurately summarizes the main change: preserving fresh pre-open Polymarket references.
Description check	✅ Passed	The description covers the required contract, out-of-scope items, dependency, validation, rollout, and scope details, with only a minor template heading mismatch.
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/polymarket-preopen-reference

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[chatgpt-codex-connector]

Codex Review: Didn't find any major issues. 👍

Reviewed commit: 3d8c6bf1cf

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